-59.1%
QBTS vs CVE
+62.9%
-122.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -2.8% |
| 7D | -10.5% | +5.9% | -16.4% | -10.2% |
| 30D | -20.5% | -10.9% | -9.7% | -21.1% |
| 3M | -54.3% | -4.5% | -49.7% | -54.3% |
| 6M | -55.4% | -1.0% | -54.4% | -55.2% |
| YTD | -63.4% | +74.7% | -138.2% | -69.0% |
| 1Y | -59.1% | +65.8% | -125.0% | -64.6% |
| All | -59.1% | +62.9% | -122.0% | -64.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling