-65.1%
QBTS vs CARR
-1.4%
-63.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -11.8% | -0.7% | -11.1% | -11.5% |
| 30D | -33.6% | +0.3% | -33.9% | -33.6% |
| 3M | -52.5% | -14.9% | -37.5% | -49.8% |
| 6M | -50.4% | -14.9% | -35.5% | -47.6% |
| YTD | -60.3% | +7.0% | -67.3% | -62.6% |
| 1Y | -65.1% | -1.8% | -63.3% | -65.1% |
| All | -65.1% | -1.4% | -63.7% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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