+65.5%
QBTS vs CRH
+161.5%
-96.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.3% |
| 7D | +1.3% | -6.1% | +7.4% | +4.3% |
| 30D | -19.0% | -9.3% | -9.7% | -15.2% |
| 3M | -29.5% | -15.2% | -14.3% | -23.9% |
| 6M | -11.2% | -14.2% | +3.0% | -4.7% |
| YTD | -35.8% | -28.3% | -7.5% | -25.0% |
| 1Y | +1.7% | -21.8% | +23.5% | +14.5% |
| 3Y | +1,470.1% | +71.6% | +1,398.5% | +1,371.7% |
| 5Y | +72.3% | +96.6% | -24.3% | +69.9% |
| All | +65.5% | +161.5% | -96.0% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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