+1,264.0%
QBTS vs CP
+26.5%
+1,237.5%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -1.7% | +19.7% | +19.6% |
| 7D | +0.3% | +2.8% | -2.5% | -2.8% |
| 30D | -29.8% | +10.2% | -40.0% | -36.9% |
| 3M | -45.0% | +2.4% | -47.3% | -46.6% |
| 6M | -55.2% | +7.7% | -62.8% | -59.7% |
| YTD | -59.2% | +26.0% | -85.1% | -70.4% |
| 1Y | -62.4% | +34.6% | -97.0% | -75.1% |
| 3Y | +1,264.0% | +26.7% | +1,237.3% | +784.5% |
| All | +1,264.0% | +26.5% | +1,237.5% | +784.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling