+1,558.0%
QBTS vs CPRT
-25.6%
+1,583.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.7% |
| 7D | -2.4% | +2.2% | -4.6% | -3.9% |
| 30D | -22.5% | +16.6% | -39.1% | -30.8% |
| 3M | -40.0% | +9.6% | -49.6% | -45.1% |
| 6M | -12.3% | -11.1% | -1.2% | -4.2% |
| YTD | -36.6% | -13.9% | -22.7% | -29.8% |
| 1Y | +8.4% | -32.5% | +41.0% | +50.0% |
| All | +1,558.0% | -25.6% | +1,583.6% | +1,614.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling