+4.9%
QBTS vs CSGP
-64.3%
+69.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +2.6% | -7.1% | +9.7% | +4.4% |
| 30D | -22.5% | +3.6% | -26.1% | -24.2% |
| 3M | -47.4% | -2.7% | -44.6% | -47.9% |
| 6M | -55.7% | -8.0% | -47.6% | -55.9% |
| YTD | -59.3% | -55.0% | -4.3% | -49.7% |
| 1Y | -63.3% | -55.8% | -7.5% | -54.3% |
| 3Y | +1,379.2% | -62.0% | +1,441.2% | +1,786.0% |
| 5Y | +8.3% | -62.9% | +71.3% | +41.0% |
| All | +4.9% | -64.3% | +69.2% | +36.3% |
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