+72.0%
QBTS vs CTVA
+102.9%
-31.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.2% |
| 7D | +1.3% | -4.5% | +5.8% | +3.4% |
| 30D | -19.0% | +11.3% | -30.3% | -23.4% |
| 3M | -29.5% | +12.3% | -41.8% | -35.4% |
| 6M | -11.2% | +7.2% | -18.3% | -16.7% |
| YTD | -35.8% | +26.0% | -61.8% | -44.9% |
| 1Y | +1.7% | +16.0% | -14.3% | -9.2% |
| 3Y | +1,470.1% | +73.9% | +1,396.2% | +1,050.5% |
| All | +72.0% | +102.9% | -31.0% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling