+3.9%
QBTS vs CRS
+81.8%
-78.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -1.3% |
| 7D | -1.0% | -4.1% | +3.2% | +1.4% |
| 30D | -17.6% | -16.6% | -1.1% | -8.1% |
| 3M | -28.3% | -14.3% | -14.1% | -21.4% |
| 6M | -11.2% | +11.6% | -22.8% | -17.7% |
| YTD | -36.3% | +42.6% | -78.9% | -49.5% |
| 1Y | +3.9% | +81.8% | -78.0% | -23.8% |
| All | +3.9% | +81.8% | -78.0% | -23.8% |
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