+1,558.0%
QBTS vs CASY
+220.7%
+1,337.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -22.5% | -11.3% | -11.1% | -21.4% |
| 3M | -40.0% | -0.6% | -39.4% | -40.6% |
| 6M | -12.3% | +10.7% | -23.0% | -15.6% |
| YTD | -36.6% | +37.1% | -73.7% | -41.6% |
| 1Y | +8.4% | +52.3% | -43.9% | -2.0% |
| All | +1,558.0% | +220.7% | +1,337.3% | +1,511.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling