+4.9%
QBTS vs CRL
+43.2%
-38.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.9% |
| 7D | +2.6% | +5.0% | -2.4% | +1.5% |
| 30D | -22.5% | +13.5% | -36.0% | -25.2% |
| 3M | -47.4% | +21.5% | -68.9% | -50.3% |
| 6M | -55.7% | +103.4% | -159.1% | -64.6% |
| YTD | -59.3% | +71.8% | -131.1% | -65.9% |
| 1Y | -63.3% | +97.5% | -160.8% | -70.3% |
| 3Y | +1,379.2% | +99.2% | +1,279.9% | +1,087.8% |
| 5Y | +8.3% | -12.1% | +20.5% | -11.2% |
| All | +4.9% | +43.2% | -38.2% | -18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling