+68.7%
QBTS vs CBRE
+112.7%
-44.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.2% |
| 7D | +3.8% | -1.7% | +5.5% | +4.5% |
| 30D | -15.2% | -3.0% | -12.2% | -14.3% |
| 3M | -27.2% | +2.6% | -29.8% | -28.8% |
| 6M | -10.1% | +2.0% | -12.1% | -11.6% |
| YTD | -34.5% | -13.1% | -21.4% | -30.5% |
| 1Y | +6.0% | -13.8% | +19.8% | +12.6% |
| 3Y | +1,779.3% | +63.9% | +1,715.4% | +1,379.4% |
| 5Y | +75.4% | +42.3% | +33.1% | +37.8% |
| All | +68.7% | +112.7% | -44.1% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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