+72.0%
QBTS vs CARR
+8.3%
+63.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.2% |
| 7D | +1.3% | -3.8% | +5.1% | +3.1% |
| 30D | -19.0% | -8.9% | -10.1% | -15.5% |
| 3M | -29.5% | -17.3% | -12.2% | -23.2% |
| 6M | -11.2% | -1.4% | -9.8% | -11.6% |
| YTD | -35.8% | +10.0% | -45.7% | -40.0% |
| 1Y | +1.7% | -6.4% | +8.0% | +2.8% |
| 3Y | +1,470.1% | +1.5% | +1,468.5% | +1,442.9% |
| All | +72.0% | +8.3% | +63.6% | +77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling