+1,329.3%
QBTS vs CVE
+72.1%
+1,257.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.8% |
| 7D | -2.4% | +2.5% | -4.9% | -3.7% |
| 30D | -22.5% | +16.7% | -39.2% | -28.7% |
| 3M | -40.0% | +9.3% | -49.3% | -43.3% |
| 6M | -12.3% | +43.6% | -55.9% | -32.9% |
| YTD | -36.6% | +93.6% | -130.2% | -60.9% |
| 1Y | +8.4% | +98.8% | -90.3% | -34.5% |
| All | +1,329.3% | +72.1% | +1,257.3% | +703.6% |
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 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