+8.4%
QBTS vs CARR
-3.6%
+12.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.8% |
| 7D | -2.4% | +1.6% | -4.0% | -2.9% |
| 30D | -22.5% | -8.7% | -13.7% | -20.0% |
| 3M | -40.0% | -12.6% | -27.4% | -37.6% |
| 6M | -12.3% | -1.5% | -10.8% | -12.8% |
| YTD | -36.6% | +14.3% | -50.9% | -41.8% |
| 1Y | +8.4% | -4.6% | +13.0% | +2.4% |
| All | +8.4% | -3.6% | +12.0% | +2.4% |
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