+68.7%
QBTS vs CME
+92.0%
-23.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -3.2% |
| 7D | +3.8% | -0.6% | +4.5% | +3.7% |
| 30D | -15.2% | +4.7% | -19.9% | -14.6% |
| 3M | -27.2% | +7.8% | -35.0% | -26.1% |
| 6M | -10.1% | -11.0% | +0.9% | -9.8% |
| YTD | -34.5% | +4.0% | -38.5% | -33.8% |
| 1Y | +6.0% | +9.1% | -3.1% | +7.5% |
| 3Y | +1,779.3% | +52.3% | +1,727.0% | +1,812.8% |
| 5Y | +75.4% | +76.1% | -0.7% | +81.4% |
| All | +68.7% | +92.0% | -23.3% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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