-62.4%
QBTS vs CMS
-0.8%
-61.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -1.3% | +19.3% | +17.0% |
| 7D | +0.3% | -0.5% | +0.8% | 0.0% |
| 30D | -29.8% | +7.2% | -37.0% | -26.2% |
| 3M | -45.0% | -1.3% | -43.7% | -45.1% |
| 6M | -55.2% | -4.3% | -50.9% | -55.8% |
| YTD | -59.2% | +2.1% | -61.2% | -57.9% |
| 1Y | -62.4% | -0.6% | -61.8% | -61.3% |
| All | -62.4% | -0.8% | -61.6% | -61.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling