+61.0%
QBTS vs CPNG
-75.9%
+136.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.2% |
| 7D | -2.4% | -7.4% | +5.0% | -1.1% |
| 30D | -22.5% | -4.4% | -18.0% | -22.0% |
| 3M | -40.0% | -7.5% | -32.5% | -39.3% |
| 6M | -12.3% | -19.9% | +7.6% | -9.5% |
| YTD | -36.6% | -35.2% | -1.4% | -32.7% |
| 1Y | +8.4% | -46.8% | +55.2% | +18.3% |
| 3Y | +1,380.4% | -20.2% | +1,400.5% | +1,438.3% |
| 5Y | +69.7% | -48.4% | +118.1% | +75.9% |
| All | +61.0% | -75.9% | +136.9% | +66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling