+68.7%
QBTS vs CTAS
+143.7%
-75.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | +3.8% | +1.0% | +2.8% | +3.5% |
| 30D | -15.2% | -1.1% | -14.1% | -15.0% |
| 3M | -27.2% | +11.5% | -38.7% | -31.1% |
| 6M | -10.1% | +0.2% | -10.3% | -11.0% |
| YTD | -34.5% | +7.2% | -41.7% | -37.4% |
| 1Y | +6.0% | 0.0% | +6.0% | +4.0% |
| 3Y | +1,779.3% | +65.9% | +1,713.3% | +1,502.2% |
| 5Y | +75.4% | +109.6% | -34.2% | +49.4% |
| All | +68.7% | +143.7% | -75.1% | +39.4% |
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