-18.4%
CDNS vs QBTS
+4.3%
-22.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.7% | +1.4% |
| 7D | -1.1% | +1.3% | -2.5% | -1.4% |
| 30D | -10.4% | -19.0% | +8.5% | -8.3% |
| 3M | -24.6% | -29.5% | +4.9% | -22.3% |
| 6M | -1.6% | -11.2% | +9.5% | -2.6% |
| YTD | -7.4% | -35.8% | +28.3% | -7.2% |
| 1Y | -18.4% | +1.7% | -20.1% | -19.9% |
| All | -18.4% | +4.3% | -22.7% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling