-55.2%
QBTS vs CP
+9.7%
-64.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -1.7% | +19.7% | +17.6% |
| 7D | +0.3% | +2.8% | -2.5% | +0.6% |
| 30D | -29.8% | +10.2% | -40.0% | -29.0% |
| 3M | -45.0% | +2.4% | -47.3% | -43.4% |
| 6M | -55.2% | +7.7% | -62.8% | -53.5% |
| All | -55.2% | +9.7% | -64.9% | -53.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling