+3.3%
QBTS vs CME
+116.0%
-112.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.5% | -10.1% | -8.3% |
| 7D | +1.1% | +1.7% | -0.6% | +1.4% |
| 30D | -28.1% | +10.2% | -38.2% | -26.7% |
| 3M | -48.1% | +17.8% | -65.9% | -46.5% |
| 6M | -53.6% | +11.0% | -64.6% | -52.0% |
| YTD | -59.9% | +17.0% | -77.0% | -58.5% |
| 1Y | -64.3% | +15.8% | -80.1% | -63.1% |
| 3Y | +1,355.6% | +61.8% | +1,293.8% | +1,414.2% |
| 5Y | +6.6% | +72.5% | -65.9% | +12.4% |
| All | +3.3% | +116.0% | -112.8% | +10.9% |
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