+1,055.8%
QBTS vs CART
+111.7%
+944.1%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -2.4% | -10.4% | -12.1% |
| 7D | -21.7% | +1.2% | -22.9% | -21.9% |
| 30D | -42.7% | +27.1% | -69.8% | -46.6% |
| 3M | -57.7% | +27.4% | -85.1% | -61.0% |
| 6M | -58.0% | +32.1% | -90.1% | -62.0% |
| YTD | -65.4% | +28.5% | -93.9% | -68.6% |
| 1Y | -70.8% | +58.8% | -129.6% | -75.5% |
| All | +1,055.8% | +111.7% | +944.1% | +661.3% |
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 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