+63.3%
QBTS vs CVE
+479.0%
-415.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | -2.4% | +2.5% | -4.9% | -3.1% |
| 30D | -22.5% | +16.7% | -39.2% | -25.8% |
| 3M | -40.0% | +9.3% | -49.3% | -41.8% |
| 6M | -12.3% | +43.6% | -55.9% | -22.6% |
| YTD | -36.6% | +93.6% | -130.2% | -48.9% |
| 1Y | +8.4% | +98.8% | -90.3% | -13.3% |
| 3Y | +1,380.4% | +73.6% | +1,306.8% | +1,071.0% |
| 5Y | +69.7% | +312.5% | -242.8% | +32.7% |
| All | +63.3% | +479.0% | -415.6% | +27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling