+5.2%
QBTS vs CMS
+40.8%
-35.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -1.3% | +19.3% | +17.7% |
| 7D | +0.3% | -0.5% | +0.8% | +0.2% |
| 30D | -29.8% | +7.2% | -37.0% | -28.6% |
| 3M | -45.0% | -1.3% | -43.7% | -45.0% |
| 6M | -55.2% | -4.3% | -50.9% | -55.4% |
| YTD | -59.2% | +2.1% | -61.2% | -58.8% |
| 1Y | -62.4% | -0.6% | -61.8% | -62.2% |
| 3Y | +1,264.0% | +38.0% | +1,225.9% | +1,322.6% |
| 5Y | +8.8% | +33.6% | -24.9% | +13.0% |
| All | +5.2% | +40.8% | -35.6% | +8.9% |
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