+13.0%
QBTS vs CTAS
+171.9%
-158.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.4% | +7.0% | +7.3% |
| 7D | +13.7% | -0.7% | +14.4% | +13.9% |
| 30D | -21.3% | +10.3% | -31.5% | -24.0% |
| 3M | -44.7% | +10.2% | -54.9% | -46.8% |
| 6M | -49.2% | +34.4% | -83.5% | -55.5% |
| YTD | -56.1% | +19.6% | -75.7% | -59.7% |
| 1Y | -61.1% | +21.8% | -82.9% | -64.6% |
| 3Y | +1,511.0% | +74.1% | +1,436.8% | +1,240.7% |
| 5Y | +16.6% | +114.0% | -97.5% | -3.7% |
| All | +13.0% | +171.9% | -158.9% | -10.2% |
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