+13.0%
QBTS vs CVE
+395.8%
-382.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.5% | +6.9% | +7.3% |
| 7D | +13.7% | -10.1% | +23.7% | +16.7% |
| 30D | -21.3% | -12.1% | -9.2% | -18.9% |
| 3M | -44.7% | -1.9% | -42.9% | -44.9% |
| 6M | -49.2% | -1.8% | -47.3% | -49.8% |
| YTD | -56.1% | +65.8% | -121.9% | -63.4% |
| 1Y | -61.1% | +60.8% | -122.0% | -67.3% |
| 3Y | +1,511.0% | +70.1% | +1,440.8% | +1,196.7% |
| 5Y | +16.6% | +134.8% | -118.2% | -5.3% |
| All | +13.0% | +395.8% | -382.8% | -8.5% |
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