+8.5%
QBTS vs CME
+69.3%
-60.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -0.4% | +18.5% | +17.9% |
| 7D | +0.3% | +0.9% | -0.6% | +0.5% |
| 30D | -29.8% | +13.2% | -43.0% | -27.9% |
| 3M | -45.0% | +16.3% | -61.2% | -43.2% |
| 6M | -55.2% | +7.1% | -62.3% | -53.7% |
| YTD | -59.2% | +15.8% | -75.0% | -57.6% |
| 1Y | -62.4% | +17.1% | -79.5% | -61.0% |
| 3Y | +1,264.0% | +63.2% | +1,200.8% | +1,317.9% |
| All | +8.5% | +69.3% | -60.8% | +15.4% |
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