-5.8%
QBTS vs CBRE
+102.7%
-108.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.3% | -3.1% |
| 7D | -10.5% | -1.8% | -8.7% | -9.5% |
| 30D | -20.5% | +3.3% | -23.8% | -22.0% |
| 3M | -54.3% | -12.4% | -41.9% | -51.3% |
| 6M | -55.4% | -5.4% | -50.1% | -54.7% |
| YTD | -63.4% | -17.2% | -46.2% | -60.3% |
| 1Y | -59.1% | -13.1% | -46.0% | -56.6% |
| 3Y | +1,216.8% | +81.6% | +1,135.2% | +927.5% |
| 5Y | -2.6% | +26.4% | -29.1% | -21.8% |
| All | -5.8% | +102.7% | -108.6% | -21.3% |
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