+72.0%
QBTS vs CHWY
-72.6%
+144.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.9% | +1.7% |
| 7D | +1.3% | -13.6% | +14.9% | +5.4% |
| 30D | -19.0% | -8.5% | -10.5% | -17.2% |
| 3M | -29.5% | +8.9% | -38.4% | -31.6% |
| 6M | -11.2% | -20.5% | +9.3% | -6.0% |
| YTD | -35.8% | -38.2% | +2.4% | -27.5% |
| 1Y | +1.7% | -43.3% | +44.9% | +16.6% |
| 3Y | +1,470.1% | -8.5% | +1,478.6% | +1,427.6% |
| All | +72.0% | -72.6% | +144.6% | +84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling