+13.0%
QBTS vs CMS
+41.5%
-28.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.5% | +6.9% | +7.5% |
| 7D | +13.7% | -0.9% | +14.6% | +13.5% |
| 30D | -21.3% | +7.1% | -28.3% | -19.9% |
| 3M | -44.7% | -1.3% | -43.5% | -44.7% |
| 6M | -49.2% | -2.7% | -46.5% | -49.2% |
| YTD | -56.1% | +2.6% | -58.8% | -55.7% |
| 1Y | -61.1% | -2.0% | -59.1% | -61.0% |
| 3Y | +1,511.0% | +39.6% | +1,471.3% | +1,585.1% |
| 5Y | +16.6% | +35.3% | -18.8% | +21.2% |
| All | +13.0% | +41.5% | -28.5% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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