+1,839.6%
QBTS vs CME
+52.8%
+1,786.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.1% | +7.7% | +6.3% |
| 7D | +6.8% | -2.9% | +9.7% | +6.0% |
| 30D | -14.9% | +5.5% | -20.4% | -13.6% |
| 3M | -31.6% | +11.0% | -42.6% | -29.1% |
| 6M | -4.9% | -9.7% | +4.7% | -3.8% |
| YTD | -32.4% | +4.9% | -37.3% | -31.0% |
| 1Y | +14.6% | +10.1% | +4.5% | +17.7% |
| 3Y | +1,839.6% | +53.5% | +1,786.1% | +1,620.5% |
| All | +1,839.6% | +52.8% | +1,786.8% | +1,620.5% |
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