-56.4%
QBTS vs CME
+10.9%
-67.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.5% | -10.1% | -7.3% |
| 7D | +1.1% | +1.7% | -0.6% | +2.7% |
| 30D | -28.1% | +10.2% | -38.2% | -21.5% |
| 3M | -48.1% | +17.8% | -65.9% | -40.1% |
| All | -56.4% | +10.9% | -67.3% | -51.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling