+65.5%
QBTS vs CTVA
+133.0%
-67.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | +1.3% | -4.5% | +5.8% | +3.2% |
| 30D | -19.0% | +11.3% | -30.3% | -22.9% |
| 3M | -29.5% | +12.3% | -41.8% | -34.7% |
| 6M | -11.2% | +7.2% | -18.3% | -16.0% |
| YTD | -35.8% | +26.0% | -61.8% | -43.8% |
| 1Y | +1.7% | +16.0% | -14.3% | -7.9% |
| 3Y | +1,470.1% | +73.9% | +1,396.2% | +1,103.9% |
| 5Y | +72.3% | +103.8% | -31.5% | +34.1% |
| All | +65.5% | +133.0% | -67.5% | +30.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling