+65.5%
QBTS vs CMI
+190.8%
-125.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | 0.0% |
| 7D | +1.3% | -0.7% | +2.0% | +1.9% |
| 30D | -19.0% | -12.4% | -6.6% | -11.1% |
| 3M | -29.5% | -14.8% | -14.7% | -21.5% |
| 6M | -11.2% | +0.8% | -12.0% | -12.9% |
| YTD | -35.8% | +10.2% | -45.9% | -39.9% |
| 1Y | +1.7% | +37.4% | -35.7% | -16.7% |
| 3Y | +1,470.1% | +153.3% | +1,316.8% | +853.3% |
| 5Y | +72.3% | +167.6% | -95.3% | +8.3% |
| All | +65.5% | +190.8% | -125.3% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 10y: compounded portfolio wealth divided by compounded CMI 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…
10y analysis · Full analysis span regression · 6 months rolling