+1,511.0%
QBTS vs CART
+112.9%
+1,398.1%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.6% | +6.8% | +7.2% |
| 7D | +13.7% | +1.5% | +12.2% | +13.4% |
| 30D | -21.3% | +22.4% | -43.7% | -25.5% |
| 3M | -44.7% | +16.5% | -61.3% | -47.4% |
| 6M | -49.2% | +44.9% | -94.1% | -54.8% |
| YTD | -56.1% | +30.0% | -86.1% | -60.1% |
| 1Y | -61.1% | +59.1% | -120.2% | -66.9% |
| 3Y | +1,511.0% | +138.8% | +1,372.1% | +907.9% |
| All | +1,511.0% | +112.9% | +1,398.1% | +907.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling