+1,264.0%
QBTS vs CME
+66.3%
+1,197.6%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -0.4% | +18.5% | +17.8% |
| 7D | +0.3% | +0.9% | -0.6% | +0.7% |
| 30D | -29.8% | +13.2% | -43.0% | -26.0% |
| 3M | -45.0% | +16.3% | -61.2% | -41.3% |
| 6M | -55.2% | +7.1% | -62.3% | -52.4% |
| YTD | -59.2% | +15.8% | -75.0% | -55.9% |
| 1Y | -62.4% | +17.1% | -79.5% | -59.3% |
| 3Y | +1,264.0% | +63.2% | +1,200.8% | +1,433.9% |
| All | +1,264.0% | +66.3% | +1,197.6% | +1,433.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling