+4.9%
QBTS vs CTAS
+176.9%
-172.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.4% |
| 7D | +2.6% | -0.8% | +3.4% | +2.8% |
| 30D | -22.5% | +10.7% | -33.2% | -25.3% |
| 3M | -47.4% | +11.0% | -58.4% | -49.4% |
| 6M | -55.7% | +38.7% | -94.4% | -61.7% |
| YTD | -59.3% | +21.8% | -81.0% | -62.8% |
| 1Y | -63.3% | +23.6% | -86.8% | -66.7% |
| 3Y | +1,379.2% | +74.9% | +1,304.2% | +1,128.7% |
| 5Y | +8.3% | +119.5% | -111.1% | -11.0% |
| All | +4.9% | +176.9% | -172.0% | -17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling