+63.3%
QBTS vs CME
+95.7%
-32.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.5% |
| 7D | -2.4% | -1.6% | -0.8% | -2.7% |
| 30D | -22.5% | +6.2% | -28.7% | -21.7% |
| 3M | -40.0% | +10.4% | -50.4% | -38.8% |
| 6M | -12.3% | -9.5% | -2.8% | -11.8% |
| YTD | -36.6% | +6.0% | -42.6% | -35.7% |
| 1Y | +8.4% | +9.3% | -0.8% | +10.1% |
| 3Y | +1,380.4% | +57.7% | +1,322.7% | +1,412.5% |
| 5Y | +69.7% | +77.7% | -8.0% | +75.9% |
| All | +63.3% | +95.7% | -32.3% | +71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling