+74.1%
QBTS vs CASY
+325.5%
-251.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.0% | +9.6% | +6.7% |
| 7D | +6.8% | -4.4% | +11.2% | +7.0% |
| 30D | -14.9% | -12.0% | -2.8% | -14.4% |
| 3M | -31.6% | -2.3% | -29.3% | -31.9% |
| 6M | -4.9% | +10.5% | -15.5% | -6.5% |
| YTD | -32.4% | +33.0% | -65.5% | -34.3% |
| 1Y | +14.6% | +41.1% | -26.5% | +11.1% |
| 3Y | +1,839.6% | +207.5% | +1,632.1% | +1,875.2% |
| 5Y | +81.2% | +290.7% | -209.5% | +93.0% |
| All | +74.1% | +325.5% | -251.4% | +89.4% |
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