-5.8%
QBTS vs CRL
+41.2%
-47.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.6% |
| 7D | -10.5% | +0.1% | -10.6% | -10.4% |
| 30D | -20.5% | +11.9% | -32.4% | -22.9% |
| 3M | -54.3% | +20.2% | -74.4% | -56.6% |
| 6M | -55.4% | +107.5% | -162.9% | -64.6% |
| YTD | -63.4% | +69.4% | -132.9% | -69.3% |
| 1Y | -59.1% | +99.7% | -158.9% | -67.1% |
| 3Y | +1,216.8% | +98.8% | +1,118.0% | +961.3% |
| 5Y | -2.6% | -12.4% | +9.8% | -19.9% |
| All | -5.8% | +41.2% | -47.0% | -26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling