-65.1%
QBTS vs CTVA
+33.4%
-98.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | +0.2% |
| 7D | -11.8% | +8.2% | -20.0% | -11.7% |
| 30D | -33.6% | -1.0% | -32.6% | -33.7% |
| 3M | -52.5% | +4.6% | -57.0% | -52.7% |
| 6M | -50.4% | +0.5% | -50.9% | -52.6% |
| YTD | -60.3% | +22.7% | -83.0% | -69.7% |
| 1Y | -65.1% | +32.0% | -97.1% | -75.2% |
| All | -65.1% | +33.4% | -98.5% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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