-3.1%
QBTS vs CP
+46.9%
-50.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.9% | -8.5% | -8.0% |
| 7D | +8.7% | +0.9% | +7.8% | +8.2% |
| 30D | -26.5% | +10.3% | -36.8% | -29.7% |
| 3M | -52.6% | +2.3% | -54.8% | -53.1% |
| 6M | -56.0% | +10.7% | -66.7% | -58.2% |
| YTD | -62.4% | +29.3% | -91.7% | -66.9% |
| 1Y | -62.7% | +31.5% | -94.2% | -67.4% |
| 3Y | +1,266.7% | +36.7% | +1,229.9% | +1,134.4% |
| 5Y | +0.2% | +26.8% | -26.6% | -8.4% |
| All | -3.1% | +46.9% | -50.0% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling