+65.5%
QBTS vs CHWY
-74.2%
+139.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.9% | +1.6% |
| 7D | +1.3% | -13.6% | +14.9% | +5.0% |
| 30D | -19.0% | -8.5% | -10.5% | -17.4% |
| 3M | -29.5% | +8.9% | -38.4% | -31.3% |
| 6M | -11.2% | -20.5% | +9.3% | -6.5% |
| YTD | -35.8% | -38.2% | +2.4% | -28.4% |
| 1Y | +1.7% | -43.3% | +44.9% | +15.0% |
| 3Y | +1,470.1% | -8.5% | +1,478.6% | +1,439.4% |
| 5Y | +72.3% | -72.7% | +145.1% | +86.1% |
| All | +65.5% | -74.2% | +139.7% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 CHWY 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