+3.3%
QBTS vs CRL
+44.5%
-41.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.1% | -6.5% | -8.0% |
| 7D | +1.1% | -1.7% | +2.8% | +1.9% |
| 30D | -28.1% | +14.6% | -42.7% | -30.8% |
| 3M | -48.1% | +24.8% | -72.9% | -51.4% |
| 6M | -53.6% | +94.7% | -148.3% | -62.5% |
| YTD | -59.9% | +73.4% | -133.3% | -66.5% |
| 1Y | -64.3% | +104.7% | -169.0% | -71.5% |
| 3Y | +1,355.6% | +101.1% | +1,254.5% | +1,065.5% |
| 5Y | +6.6% | -10.8% | +17.4% | -12.9% |
| All | +3.3% | +44.5% | -41.2% | -20.4% |
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