-5.8%
QBTS vs CPRT
+11.5%
-17.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.6% |
| 7D | -10.5% | -0.4% | -10.1% | -10.3% |
| 30D | -20.5% | +21.2% | -41.7% | -26.9% |
| 3M | -54.3% | +8.3% | -62.6% | -56.3% |
| 6M | -55.4% | -3.4% | -52.0% | -55.6% |
| YTD | -63.4% | -18.7% | -44.7% | -60.9% |
| 1Y | -59.1% | -23.5% | -35.6% | -55.1% |
| 3Y | +1,216.8% | -34.2% | +1,251.0% | +1,490.0% |
| 5Y | -2.6% | -18.2% | +15.6% | +16.7% |
| All | -5.8% | +11.5% | -17.3% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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