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  • QBTS vs CRL✓SelectedUSD · CRLQBTS vs CRL performance historyLatest closeAs of+6.57%09/08
Stock and ETF performance explorer

QBTS vs CRL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,839.6%
CRL return
+37.9%
Excess return
+1,801.7%
Maximum drawdown
-71.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 3y.

Portfolio and benchmark returns by period
PeriodPortfolioCRLExcessAlpha
1D+6.6%-2.7%+9.3%+7.8%
7D+6.8%-0.6%+7.4%+7.0%
30D-14.9%+5.0%-19.8%-16.9%
3M-31.6%+50.6%-82.2%-44.7%
6M-4.9%+60.9%-65.9%-25.9%
YTD-32.4%+40.7%-73.2%-44.0%
1Y+14.6%+73.3%-58.7%-14.3%
3Y+1,839.6%+40.6%+1,799.1%+1,216.9%
All+1,839.6%+37.9%+1,801.7%+1,216.9%

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 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