+1,002.0%
QBTS vs CART
+39.2%
+962.8%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | 0.0% | -8.6% | -8.6% |
| 7D | +1.1% | +0.3% | +0.8% | +1.1% |
| 30D | -28.1% | +22.4% | -50.5% | -32.3% |
| 3M | -48.1% | +15.6% | -63.7% | -50.7% |
| 6M | -53.6% | +44.9% | -98.5% | -59.2% |
| YTD | -59.9% | +30.0% | -89.9% | -63.8% |
| 1Y | -64.3% | +56.6% | -120.9% | -69.9% |
| 3Y | +1,355.6% | +131.9% | +1,223.6% | +819.5% |
| All | +1,002.0% | +39.2% | +962.8% | +630.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling