-7.8%
QBTS vs CVE
+148.3%
-156.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -2.7% | -10.1% | -11.9% |
| 7D | -21.7% | -14.1% | -7.6% | -17.9% |
| 30D | -42.7% | -11.6% | -31.1% | -40.7% |
| 3M | -57.7% | 0.0% | -57.7% | -58.2% |
| 6M | -58.0% | -8.4% | -49.6% | -57.7% |
| YTD | -65.4% | +65.9% | -131.3% | -72.6% |
| 1Y | -70.8% | +69.4% | -140.2% | -77.2% |
| 3Y | +930.8% | +55.9% | +874.8% | +690.9% |
| 5Y | -7.8% | +146.2% | -154.0% | -28.8% |
| All | -7.8% | +148.3% | -156.2% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling