+934.7%
QBTS vs CART
+39.2%
+895.5%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.7% | -6.9% | -7.4% |
| 7D | +8.7% | +1.2% | +7.5% | +8.4% |
| 30D | -26.5% | +17.8% | -44.2% | -30.0% |
| 3M | -52.6% | +20.7% | -73.3% | -55.5% |
| 6M | -56.0% | +49.7% | -105.7% | -61.7% |
| YTD | -62.4% | +30.0% | -92.4% | -66.1% |
| 1Y | -62.7% | +48.4% | -111.1% | -68.0% |
| 3Y | +1,266.7% | +132.0% | +1,134.7% | +763.5% |
| All | +934.7% | +39.2% | +895.5% | +586.3% |
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