-65.1%
QBTS vs CRS
-3.8%
-61.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.9% |
| 7D | -11.8% | +4.3% | -16.1% | -13.8% |
| 30D | -33.6% | -25.5% | -8.1% | -23.3% |
| 3M | -52.5% | -48.7% | -3.7% | -31.0% |
| 6M | -50.4% | -31.6% | -18.8% | -40.0% |
| YTD | -60.3% | -7.0% | -53.3% | -61.9% |
| 1Y | -65.1% | -4.5% | -60.6% | -67.3% |
| All | -65.1% | -3.8% | -61.3% | -67.3% |
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