+1,643.4%
QBTS vs CART
+21.6%
+1,621.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -1.0% |
| 7D | -2.4% | +1.0% | -3.5% | -2.7% |
| 30D | -22.5% | +12.6% | -35.1% | -25.6% |
| 3M | -40.0% | +23.1% | -63.1% | -44.1% |
| 6M | -12.3% | +39.5% | -51.9% | -22.6% |
| YTD | -36.6% | +13.5% | -50.1% | -40.2% |
| 1Y | +8.4% | +14.9% | -6.4% | +0.5% |
| All | +1,643.4% | +21.6% | +1,621.8% | +1,109.0% |
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 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