-65.1%
QBTS vs CRL
+85.3%
-150.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.3% | +7.4% | +3.4% |
| 7D | -11.8% | -12.8% | +0.9% | -6.2% |
| 30D | -33.6% | +5.0% | -38.6% | -35.3% |
| 3M | -52.5% | +39.4% | -91.8% | -59.7% |
| 6M | -50.4% | +89.4% | -139.7% | -66.1% |
| YTD | -60.3% | +63.6% | -123.9% | -71.1% |
| 1Y | -65.1% | +83.5% | -148.6% | -75.5% |
| All | -65.1% | +85.3% | -150.4% | -75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling