-65.1%
QBTS vs CTAS
+25.6%
-90.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | +1.2% |
| 7D | -11.8% | +7.6% | -19.4% | -8.8% |
| 30D | -33.6% | +17.2% | -50.8% | -28.9% |
| 3M | -52.5% | +12.8% | -65.2% | -50.0% |
| 6M | -50.4% | +38.0% | -88.3% | -45.7% |
| YTD | -60.3% | +22.7% | -83.0% | -55.8% |
| 1Y | -65.1% | +25.6% | -90.7% | -58.9% |
| All | -65.1% | +25.6% | -90.7% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling