-65.1%
QBTS vs CPNG
-45.7%
-19.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +12.0% | -11.9% | -5.3% |
| 7D | -11.8% | +20.8% | -32.6% | -19.6% |
| 30D | -33.6% | +20.1% | -53.7% | -39.2% |
| 3M | -52.5% | +1.6% | -54.1% | -53.0% |
| 6M | -50.4% | -15.8% | -34.5% | -47.9% |
| YTD | -60.3% | -27.7% | -32.6% | -58.0% |
| 1Y | -65.1% | -46.9% | -18.2% | -44.2% |
| All | -65.1% | -45.7% | -19.4% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 1y: compounded portfolio wealth divided by compounded CPNG 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…
1y analysis · Full analysis span regression · 6 months rolling