+1,216.8%
QBTS vs CMS
+39.2%
+1,177.6%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -2.3% |
| 7D | -10.5% | +1.7% | -12.2% | -10.0% |
| 30D | -20.5% | +6.2% | -26.7% | -19.1% |
| 3M | -54.3% | +0.6% | -54.9% | -54.0% |
| 6M | -55.4% | -1.8% | -53.6% | -55.3% |
| YTD | -63.4% | +3.8% | -67.3% | -63.1% |
| 1Y | -59.1% | -1.8% | -57.4% | -58.8% |
| 3Y | +1,216.8% | +39.8% | +1,177.0% | +829.5% |
| All | +1,216.8% | +39.2% | +1,177.6% | +829.5% |
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