-3.1%
QBTS vs CASY
+310.3%
-313.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.0% | -6.6% | -7.6% |
| 7D | +8.7% | +2.5% | +6.2% | +8.6% |
| 30D | -26.5% | +10.2% | -36.7% | -26.8% |
| 3M | -52.6% | -15.7% | -36.9% | -52.3% |
| 6M | -56.0% | -18.4% | -37.6% | -55.6% |
| YTD | -62.4% | +28.3% | -90.6% | -63.4% |
| 1Y | -62.7% | +32.6% | -95.3% | -63.8% |
| 3Y | +1,266.7% | +159.5% | +1,107.2% | +1,258.2% |
| 5Y | +0.2% | +263.9% | -263.7% | +6.7% |
| All | -3.1% | +310.3% | -313.4% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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