+74.1%
QBTS vs CPRT
+14.2%
+59.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.3% | +9.9% | +8.0% |
| 7D | +6.8% | +0.4% | +6.4% | +6.5% |
| 30D | -14.9% | +9.9% | -24.8% | -18.6% |
| 3M | -31.6% | +5.6% | -37.2% | -34.2% |
| 6M | -4.9% | -13.6% | +8.7% | +0.4% |
| YTD | -32.4% | -16.7% | -15.7% | -27.8% |
| 1Y | +14.6% | -33.1% | +47.7% | +34.7% |
| 3Y | +1,839.6% | -27.1% | +1,866.7% | +2,190.8% |
| 5Y | +81.2% | -9.9% | +91.1% | +114.0% |
| All | +74.1% | +14.2% | +59.9% | +92.9% |
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