+8.4%
QBTS vs CRS
+102.1%
-93.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -2.4% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | -22.5% | -16.6% | -5.9% | -13.4% |
| 3M | -40.0% | -3.5% | -36.5% | -38.7% |
| 6M | -12.3% | +15.4% | -27.8% | -20.1% |
| YTD | -36.6% | +51.2% | -87.8% | -51.0% |
| 1Y | +8.4% | +98.3% | -89.9% | -21.4% |
| All | +8.4% | +102.1% | -93.6% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling