+1,055.8%
QBTS vs CSGP
-58.5%
+1,114.3%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -1.6% | -11.2% | -12.3% |
| 7D | -21.7% | +13.9% | -35.6% | -25.2% |
| 30D | -42.7% | +16.0% | -58.7% | -46.5% |
| 3M | -57.7% | +6.1% | -63.8% | -59.5% |
| 6M | -58.0% | -8.2% | -49.8% | -57.8% |
| YTD | -65.4% | -52.3% | -13.1% | -52.1% |
| 1Y | -70.8% | -54.5% | -16.3% | -58.5% |
| All | +1,055.8% | -58.5% | +1,114.3% | +1,291.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling