+1,216.8%
QBTS vs CASY
+161.8%
+1,055.0%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.0% |
| 7D | -10.5% | +3.6% | -14.0% | -10.9% |
| 30D | -20.5% | +9.1% | -29.6% | -21.6% |
| 3M | -54.3% | -16.5% | -37.7% | -53.1% |
| 6M | -55.4% | -19.7% | -35.7% | -53.8% |
| YTD | -63.4% | +29.3% | -92.7% | -66.9% |
| 1Y | -59.1% | +33.1% | -92.3% | -63.2% |
| 3Y | +1,216.8% | +158.5% | +1,058.3% | +952.0% |
| All | +1,216.8% | +161.8% | +1,055.0% | +952.0% |
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