+8.5%
QBTS vs CPRT
-17.4%
+26.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -1.6% | +19.6% | +18.7% |
| 7D | +0.3% | +6.0% | -5.8% | -2.6% |
| 30D | -29.8% | +20.0% | -49.9% | -35.7% |
| 3M | -45.0% | +10.1% | -55.1% | -48.1% |
| 6M | -55.2% | -4.3% | -50.9% | -55.2% |
| YTD | -59.2% | -18.4% | -40.8% | -56.0% |
| 1Y | -62.4% | -20.1% | -42.3% | -59.2% |
| 3Y | +1,264.0% | -30.4% | +1,294.4% | +1,554.8% |
| All | +8.5% | -17.4% | +26.0% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling