+63.3%
QBTS vs CMS
+38.2%
+25.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.5% |
| 7D | -2.4% | +0.4% | -2.8% | -2.3% |
| 30D | -22.5% | -3.6% | -18.9% | -23.1% |
| 3M | -40.0% | -1.9% | -38.1% | -40.2% |
| 6M | -12.3% | -11.0% | -1.3% | -14.0% |
| YTD | -36.6% | +0.2% | -36.8% | -36.5% |
| 1Y | +8.4% | -1.3% | +9.8% | +8.5% |
| 3Y | +1,380.4% | +35.9% | +1,344.4% | +1,435.5% |
| 5Y | +69.7% | +23.1% | +46.6% | +75.1% |
| All | +63.3% | +38.2% | +25.1% | +67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling