-62.4%
QBTS vs CSGP
-56.4%
-6.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -4.7% | +22.7% | +18.4% |
| 7D | +0.3% | +1.3% | -1.0% | -0.1% |
| 30D | -29.8% | +10.7% | -40.5% | -31.7% |
| 3M | -45.0% | +3.3% | -48.2% | -46.0% |
| 6M | -55.2% | -10.3% | -44.9% | -54.6% |
| YTD | -59.2% | -54.6% | -4.6% | -46.2% |
| 1Y | -62.4% | -54.6% | -7.7% | -50.3% |
| All | -62.4% | -56.4% | -6.0% | -50.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling