+81.2%
QBTS vs CME
+77.1%
+4.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.1% | +7.7% | +6.4% |
| 7D | +6.8% | -2.9% | +9.7% | +6.3% |
| 30D | -14.9% | +5.5% | -20.4% | -14.1% |
| 3M | -31.6% | +11.0% | -42.6% | -30.1% |
| 6M | -4.9% | -9.7% | +4.7% | -4.4% |
| YTD | -32.4% | +4.9% | -37.3% | -31.5% |
| 1Y | +14.6% | +10.1% | +4.5% | +16.5% |
| 3Y | +1,839.6% | +53.5% | +1,786.1% | +1,873.9% |
| 5Y | +81.2% | +77.2% | +4.1% | +86.6% |
| All | +81.2% | +77.1% | +4.1% | +86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling