+68.7%
QBTS vs CRL
+16.3%
+52.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.3% | -2.9% |
| 7D | +3.8% | -4.6% | +8.4% | +5.2% |
| 30D | -15.2% | +0.5% | -15.7% | -15.4% |
| 3M | -27.2% | +46.6% | -73.8% | -35.9% |
| 6M | -10.1% | +57.3% | -67.4% | -22.7% |
| YTD | -34.5% | +39.5% | -74.1% | -41.8% |
| 1Y | +6.0% | +76.9% | -70.9% | -11.8% |
| 3Y | +1,779.3% | +39.4% | +1,739.9% | +1,513.7% |
| 5Y | +75.4% | -37.2% | +112.6% | +54.0% |
| All | +68.7% | +16.3% | +52.4% | +38.4% |
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