+63.1%
QBTS vs CPNG
-76.2%
+139.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.2% | +0.3% |
| 7D | +1.3% | -1.1% | +2.4% | +1.5% |
| 30D | -19.0% | -7.4% | -11.6% | -18.0% |
| 3M | -29.5% | -12.3% | -17.1% | -28.0% |
| 6M | -11.2% | -19.4% | +8.3% | -8.3% |
| YTD | -35.8% | -35.9% | +0.1% | -31.7% |
| 1Y | +1.7% | -53.4% | +55.1% | +12.8% |
| 3Y | +1,470.1% | -20.0% | +1,490.1% | +1,534.0% |
| 5Y | +72.3% | -49.6% | +121.9% | +78.9% |
| All | +63.1% | -76.2% | +139.3% | +68.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling