+4.9%
QBTS vs CPRT
+12.7%
-7.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | +2.6% | -1.4% | +4.0% | +3.1% |
| 30D | -22.5% | +21.5% | -44.0% | -28.7% |
| 3M | -47.4% | +9.4% | -56.8% | -50.0% |
| 6M | -55.7% | -3.3% | -52.4% | -55.8% |
| YTD | -59.3% | -17.8% | -41.4% | -56.6% |
| 1Y | -63.3% | -22.2% | -41.1% | -60.0% |
| 3Y | +1,379.2% | -34.0% | +1,413.1% | +1,682.5% |
| 5Y | +8.3% | -15.4% | +23.8% | +28.8% |
| All | +4.9% | +12.7% | -7.8% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling