+8.5%
QBTS vs CASY
+250.1%
-241.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -0.3% | +18.3% | +18.0% |
| 7D | +0.3% | +1.1% | -0.8% | +0.2% |
| 30D | -29.8% | +8.7% | -38.5% | -30.2% |
| 3M | -45.0% | -17.3% | -27.6% | -44.5% |
| 6M | -55.2% | -19.7% | -35.5% | -54.7% |
| YTD | -59.2% | +24.8% | -84.0% | -60.4% |
| 1Y | -62.4% | +31.9% | -94.3% | -63.7% |
| 3Y | +1,264.0% | +155.4% | +1,108.6% | +1,255.8% |
| All | +8.5% | +250.1% | -241.6% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling