+63.3%
QBTS vs CBRE
+125.2%
-61.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | -2.4% | -2.0% | -0.4% | -1.5% |
| 30D | -22.5% | -2.2% | -20.3% | -21.7% |
| 3M | -40.0% | +12.9% | -52.9% | -44.2% |
| 6M | -12.3% | +4.3% | -16.6% | -14.7% |
| YTD | -36.6% | -8.0% | -28.5% | -34.6% |
| 1Y | +8.4% | -8.6% | +17.0% | +11.9% |
| 3Y | +1,380.4% | +71.9% | +1,308.5% | +1,036.3% |
| 5Y | +69.7% | +50.0% | +19.7% | +29.7% |
| All | +63.3% | +125.2% | -61.8% | +29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling