+1,023.0%
QBTS vs CART
+38.4%
+984.6%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +0.6% | +17.4% | +17.8% |
| 7D | +0.3% | +3.0% | -2.7% | -0.5% |
| 30D | -29.8% | +28.6% | -58.4% | -35.0% |
| 3M | -45.0% | +29.1% | -74.0% | -49.5% |
| 6M | -55.2% | +44.7% | -99.9% | -60.6% |
| YTD | -59.2% | +29.2% | -88.4% | -63.1% |
| 1Y | -62.4% | +66.2% | -128.5% | -69.0% |
| 3Y | +1,264.0% | +112.8% | +1,151.2% | +794.7% |
| All | +1,023.0% | +38.4% | +984.6% | +646.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling