+1,264.0%
QBTS vs CMS
+35.4%
+1,228.6%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -2.1% | +20.1% | +17.4% |
| 7D | +0.3% | -1.3% | +1.6% | 0.0% |
| 30D | -29.8% | +6.3% | -36.1% | -28.8% |
| 3M | -45.0% | -2.1% | -42.9% | -45.0% |
| 6M | -55.2% | -5.1% | -50.1% | -55.4% |
| YTD | -59.2% | +1.3% | -60.4% | -59.2% |
| 1Y | -62.4% | -1.4% | -61.0% | -62.3% |
| 3Y | +1,264.0% | +36.9% | +1,227.1% | +804.8% |
| All | +1,264.0% | +35.4% | +1,228.6% | +804.8% |
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