-5.8%
QBTS vs CME
+122.2%
-128.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -2.7% |
| 7D | -10.5% | +3.9% | -14.4% | -9.8% |
| 30D | -20.5% | +11.3% | -31.9% | -18.8% |
| 3M | -54.3% | +19.6% | -73.8% | -52.7% |
| 6M | -55.4% | +8.1% | -63.5% | -53.9% |
| YTD | -63.4% | +20.4% | -83.8% | -62.0% |
| 1Y | -59.1% | +16.5% | -75.6% | -57.6% |
| 3Y | +1,216.8% | +66.4% | +1,150.4% | +1,277.5% |
| 5Y | -2.6% | +74.5% | -77.1% | +3.1% |
| All | -5.8% | +122.2% | -128.1% | +1.7% |
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