+81.2%
QBTS vs CTAS
+114.7%
-33.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | 0.0% | +6.6% | +6.6% |
| 7D | +6.8% | 0.0% | +6.9% | +6.9% |
| 30D | -14.9% | -1.0% | -13.9% | -14.7% |
| 3M | -31.6% | +15.8% | -47.4% | -36.9% |
| 6M | -4.9% | -1.0% | -3.9% | -5.4% |
| YTD | -32.4% | +7.4% | -39.9% | -35.8% |
| 1Y | +14.6% | -0.1% | +14.7% | +12.4% |
| 3Y | +1,839.6% | +66.3% | +1,773.3% | +1,499.2% |
| 5Y | +81.2% | +111.0% | -29.7% | +52.1% |
| All | +81.2% | +114.7% | -33.5% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling