+140.4%
CDNS vs QBTS
+62.5%
+77.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.2% |
| 7D | -6.5% | -1.0% | -5.6% | -6.5% |
| 30D | -13.0% | -17.6% | +4.6% | -12.4% |
| 3M | -26.0% | -28.3% | +2.3% | -25.3% |
| 6M | -2.8% | -11.2% | +8.4% | -3.1% |
| YTD | -8.8% | -36.3% | +27.5% | -8.3% |
| 1Y | -15.8% | +3.9% | -19.7% | -17.0% |
| 3Y | +19.7% | +1,728.8% | -1,709.0% | +6.6% |
| 5Y | +70.8% | +70.9% | -0.1% | +50.9% |
| All | +140.4% | +62.5% | +77.9% | +103.9% |
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