+64.1%
QBTS vs CRS
+1,621.6%
-1,557.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -1.9% |
| 7D | -1.0% | -4.1% | +3.2% | +0.4% |
| 30D | -17.6% | -16.6% | -1.1% | -12.4% |
| 3M | -28.3% | -14.3% | -14.1% | -24.4% |
| 6M | -11.2% | +11.6% | -22.8% | -14.2% |
| YTD | -36.3% | +42.6% | -78.9% | -43.2% |
| 1Y | +3.9% | +81.8% | -78.0% | -13.3% |
| 3Y | +1,728.8% | +632.1% | +1,096.7% | +1,059.8% |
| 5Y | +70.9% | +1,401.6% | -1,330.8% | +10.3% |
| All | +64.1% | +1,621.6% | -1,557.4% | +11.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling