+65.5%
QBTS vs CAH
+387.1%
-321.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +0.8% |
| 7D | +1.3% | -5.1% | +6.4% | +0.9% |
| 30D | -19.0% | +0.2% | -19.2% | -19.0% |
| 3M | -29.5% | +6.3% | -35.8% | -29.1% |
| 6M | -11.2% | +9.4% | -20.5% | -10.2% |
| YTD | -35.8% | +15.0% | -50.7% | -34.8% |
| 1Y | +1.7% | +55.4% | -53.8% | +3.7% |
| 3Y | +1,470.1% | +173.8% | +1,296.3% | +1,520.9% |
| 5Y | +72.3% | +395.2% | -322.9% | +86.8% |
| All | +65.5% | +387.1% | -321.6% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling