-64.3%
QBTS vs CME
+16.9%
-81.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.5% | -10.1% | -7.7% |
| 7D | +1.1% | +1.7% | -0.6% | +2.2% |
| 30D | -28.1% | +10.2% | -38.2% | -23.7% |
| 3M | -48.1% | +17.8% | -65.9% | -43.0% |
| 6M | -53.6% | +11.0% | -64.6% | -48.5% |
| YTD | -59.9% | +17.0% | -77.0% | -59.2% |
| 1Y | -64.3% | +15.8% | -80.1% | -65.7% |
| All | -64.3% | +16.9% | -81.2% | -65.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling