+68.7%
QBTS vs CARR
+68.8%
-0.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.2% | -2.3% |
| 7D | +3.8% | +0.6% | +3.2% | +3.5% |
| 30D | -15.2% | -8.7% | -6.6% | -12.0% |
| 3M | -27.2% | -18.4% | -8.8% | -20.9% |
| 6M | -10.1% | -0.6% | -9.5% | -10.7% |
| YTD | -34.5% | +10.9% | -45.5% | -38.6% |
| 1Y | +6.0% | -7.3% | +13.3% | +7.6% |
| 3Y | +1,779.3% | +2.9% | +1,776.4% | +1,751.9% |
| 5Y | +75.4% | +9.6% | +65.8% | +80.7% |
| All | +68.7% | +68.8% | -0.1% | +62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling