+1,500.0%
QBTS vs CPNG
-21.2%
+1,521.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -2.9% |
| 7D | +3.8% | -7.6% | +11.4% | +7.9% |
| 30D | -15.2% | -8.8% | -6.4% | -11.4% |
| 3M | -27.2% | -7.2% | -20.0% | -25.5% |
| 6M | -10.1% | -21.5% | +11.4% | -0.8% |
| YTD | -34.5% | -37.4% | +2.9% | -19.2% |
| 1Y | +6.0% | -54.3% | +60.4% | +54.8% |
| All | +1,500.0% | -21.2% | +1,521.2% | +1,432.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling