-45.0%
QBTS vs CME
+15.5%
-60.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -0.4% | +18.5% | +17.6% |
| 7D | +0.3% | +0.9% | -0.6% | +1.2% |
| 30D | -29.8% | +13.2% | -43.0% | -23.0% |
| 3M | -45.0% | +16.3% | -61.2% | -38.1% |
| All | -45.0% | +15.5% | -60.5% | -38.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling