-2.9%
QBTS vs CRS
+800.5%
-803.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.2% | -1.7% |
| 7D | -10.5% | +4.8% | -15.3% | -12.0% |
| 30D | -20.5% | -23.2% | +2.6% | -12.2% |
| 3M | -54.3% | -45.5% | -8.8% | -41.8% |
| 6M | -55.4% | -33.1% | -22.3% | -47.8% |
| YTD | -63.4% | -7.2% | -56.2% | -62.7% |
| 1Y | -59.1% | -10.0% | -49.1% | -57.7% |
| 3Y | +1,216.8% | +332.3% | +884.5% | +745.6% |
| All | -2.9% | +800.5% | -803.5% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling