-59.1%
QBTS vs CTAS
+23.6%
-82.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -3.0% |
| 7D | -10.5% | +2.0% | -12.5% | -9.6% |
| 30D | -20.5% | +8.7% | -29.2% | -17.5% |
| 3M | -54.3% | +13.3% | -67.5% | -51.7% |
| 6M | -55.4% | +39.4% | -94.8% | -51.7% |
| YTD | -63.4% | +21.5% | -84.9% | -59.3% |
| 1Y | -59.1% | +21.9% | -81.0% | -54.1% |
| All | -59.1% | +23.6% | -82.7% | -54.1% |
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