+141.3%
CDE vs QBTS
+63.9%
+77.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.3% | +1.1% |
| 7D | -3.1% | +1.3% | -4.4% | -3.3% |
| 30D | +9.5% | -19.0% | +28.5% | +11.3% |
| 3M | +25.5% | -29.5% | +55.0% | +28.6% |
| 6M | -7.9% | -11.2% | +3.3% | -7.9% |
| YTD | +15.6% | -35.8% | +51.3% | +18.0% |
| 1Y | +34.0% | +1.7% | +32.4% | +31.9% |
| 3Y | +791.9% | +1,470.1% | -678.2% | +643.2% |
| 5Y | +197.7% | +72.3% | +125.4% | +105.0% |
| All | +141.3% | +63.9% | +77.4% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 10y: compounded portfolio wealth divided by compounded QBTS 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…
10y analysis · Full analysis span regression · 6 months rolling