+1,055.8%
QBTS vs CVE
+54.6%
+1,001.2%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -2.7% | -10.1% | -11.6% |
| 7D | -21.7% | -14.1% | -7.6% | -16.3% |
| 30D | -42.7% | -11.6% | -31.1% | -39.9% |
| 3M | -57.7% | 0.0% | -57.7% | -58.6% |
| 6M | -58.0% | -8.4% | -49.6% | -57.7% |
| YTD | -65.4% | +65.9% | -131.3% | -77.2% |
| 1Y | -70.8% | +69.4% | -140.2% | -81.2% |
| All | +1,055.8% | +54.6% | +1,001.2% | +526.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling