+4.9%
QBTS vs CVE
+410.6%
-405.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.1% | +0.9% |
| 7D | +2.6% | +0.1% | +2.5% | +2.7% |
| 30D | -22.5% | -10.8% | -11.7% | -20.5% |
| 3M | -47.4% | -4.3% | -43.0% | -47.1% |
| 6M | -55.7% | -1.5% | -54.2% | -56.3% |
| YTD | -59.3% | +70.7% | -130.0% | -66.3% |
| 1Y | -63.3% | +58.1% | -121.4% | -68.9% |
| 3Y | +1,379.2% | +69.8% | +1,309.3% | +1,086.6% |
| 5Y | +8.3% | +148.9% | -140.6% | -12.7% |
| All | +4.9% | +410.6% | -405.6% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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