+1,329.3%
QBTS vs CMS
+36.5%
+1,292.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -2.4% | +0.4% | -2.8% | -2.4% |
| 30D | -22.5% | -3.6% | -18.9% | -22.8% |
| 3M | -40.0% | -1.9% | -38.1% | -40.4% |
| 6M | -12.3% | -11.0% | -1.3% | -12.9% |
| YTD | -36.6% | +0.2% | -36.8% | -37.2% |
| 1Y | +8.4% | -1.3% | +9.8% | +7.6% |
| All | +1,329.3% | +36.5% | +1,292.9% | +951.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling