+1,500.0%
QBTS vs CRS
+636.8%
+863.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +3.8% | -0.5% | +4.4% | +3.9% |
| 30D | -15.2% | -18.1% | +2.9% | -4.2% |
| 3M | -27.2% | -12.4% | -14.8% | -21.2% |
| 6M | -10.1% | +15.9% | -26.0% | -18.9% |
| YTD | -34.5% | +45.8% | -80.4% | -49.4% |
| 1Y | +6.0% | +87.8% | -81.7% | -29.8% |
| All | +1,500.0% | +636.8% | +863.2% | +238.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling