+1,511.0%
QBTS vs CRL
+99.4%
+1,411.6%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.7% | +2.7% | +5.3% |
| 7D | +13.7% | +4.4% | +9.3% | +11.8% |
| 30D | -21.3% | +17.1% | -38.4% | -26.3% |
| 3M | -44.7% | +32.1% | -76.8% | -51.0% |
| 6M | -49.2% | +98.9% | -148.1% | -63.3% |
| YTD | -56.1% | +77.1% | -133.3% | -66.8% |
| 1Y | -61.1% | +110.3% | -171.4% | -72.6% |
| 3Y | +1,511.0% | +108.5% | +1,402.5% | +570.1% |
| All | +1,511.0% | +99.4% | +1,411.6% | +570.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling