+63.3%
QBTS vs CTAS
+144.3%
-80.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -2.4% | -1.8% | -0.6% | -1.8% |
| 30D | -22.5% | -0.2% | -22.3% | -22.6% |
| 3M | -40.0% | +11.7% | -51.7% | -43.4% |
| 6M | -12.3% | +0.7% | -13.0% | -13.4% |
| YTD | -36.6% | +7.4% | -44.0% | -39.4% |
| 1Y | +8.4% | -2.1% | +10.5% | +7.6% |
| 3Y | +1,380.4% | +62.9% | +1,317.4% | +1,167.0% |
| 5Y | +69.7% | +111.9% | -42.2% | +44.3% |
| All | +63.3% | +144.3% | -80.9% | +34.9% |
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