-5.8%
QBTS vs CTAS
+176.3%
-182.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | -10.5% | +2.0% | -12.5% | -11.0% |
| 30D | -20.5% | +8.7% | -29.2% | -22.9% |
| 3M | -54.3% | +13.3% | -67.5% | -56.3% |
| 6M | -55.4% | +39.4% | -94.8% | -61.5% |
| YTD | -63.4% | +21.5% | -84.9% | -66.6% |
| 1Y | -59.1% | +21.9% | -81.0% | -62.7% |
| 3Y | +1,216.8% | +73.6% | +1,143.2% | +996.1% |
| 5Y | -2.6% | +116.2% | -118.9% | -19.9% |
| All | -5.8% | +176.3% | -182.1% | -25.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling