+70.2%
QBTS vs CSGP
-64.7%
+134.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.7% |
| 7D | -2.4% | -4.1% | +1.7% | -1.2% |
| 30D | -22.5% | +2.3% | -24.8% | -23.3% |
| 3M | -40.0% | -8.2% | -31.8% | -39.1% |
| 6M | -12.3% | -35.1% | +22.7% | -0.1% |
| YTD | -36.6% | -54.0% | +17.4% | -19.6% |
| 1Y | +8.4% | -65.3% | +73.7% | +50.5% |
| 3Y | +1,380.4% | -62.6% | +1,442.9% | +1,846.4% |
| All | +70.2% | -64.7% | +134.9% | +126.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling