+13.0%
QBTS vs CASY
+301.9%
-288.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.7% | +6.7% | +7.4% |
| 7D | +13.7% | +3.6% | +10.1% | +13.5% |
| 30D | -21.3% | +7.2% | -28.5% | -21.6% |
| 3M | -44.7% | -16.9% | -27.8% | -44.4% |
| 6M | -49.2% | -19.3% | -29.8% | -48.7% |
| YTD | -56.1% | +25.6% | -81.8% | -57.3% |
| 1Y | -61.1% | +30.2% | -91.3% | -62.2% |
| 3Y | +1,511.0% | +154.9% | +1,356.1% | +1,502.8% |
| 5Y | +16.6% | +252.1% | -235.6% | +24.1% |
| All | +13.0% | +301.9% | -288.9% | +23.1% |
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