+5.2%
QBTS vs CVE
+393.3%
-388.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -0.6% | +18.6% | +18.2% |
| 7D | +0.3% | -16.1% | +16.4% | +4.8% |
| 30D | -29.8% | -10.4% | -19.4% | -28.2% |
| 3M | -45.0% | -2.4% | -42.6% | -45.1% |
| 6M | -55.2% | -4.4% | -50.8% | -55.4% |
| YTD | -59.2% | +64.9% | -124.1% | -65.9% |
| 1Y | -62.4% | +66.0% | -128.4% | -68.7% |
| 3Y | +1,264.0% | +57.7% | +1,206.3% | +1,009.2% |
| 5Y | +8.8% | +144.7% | -136.0% | -11.6% |
| All | +5.2% | +393.3% | -388.1% | -14.7% |
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