+5.2%
QBTS vs CSGP
-63.9%
+69.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -4.7% | +22.7% | +19.1% |
| 7D | +0.3% | +1.3% | -1.0% | -0.4% |
| 30D | -29.8% | +10.7% | -40.5% | -32.8% |
| 3M | -45.0% | +3.3% | -48.2% | -46.5% |
| 6M | -55.2% | -10.3% | -44.9% | -55.1% |
| YTD | -59.2% | -54.6% | -4.6% | -49.7% |
| 1Y | -62.4% | -54.6% | -7.7% | -53.6% |
| 3Y | +1,264.0% | -60.3% | +1,324.3% | +1,622.9% |
| 5Y | +8.8% | -63.3% | +72.1% | +41.3% |
| All | +5.2% | -63.9% | +69.2% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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