-3.1%
QBTS vs CMS
+40.9%
-43.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.6% | -7.0% | -7.7% |
| 7D | +8.7% | -1.3% | +10.0% | +8.4% |
| 30D | -26.5% | +5.3% | -31.7% | -25.5% |
| 3M | -52.6% | -0.3% | -52.2% | -52.5% |
| 6M | -56.0% | -4.0% | -51.9% | -56.1% |
| YTD | -62.4% | +2.1% | -64.5% | -62.1% |
| 1Y | -62.7% | -4.7% | -58.0% | -62.8% |
| 3Y | +1,266.7% | +36.8% | +1,229.9% | +1,323.2% |
| 5Y | +0.2% | +34.9% | -34.6% | +4.1% |
| All | -3.1% | +40.9% | -43.9% | +0.3% |
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