+2.2%
CDNS vs QBTS
-62.5%
+64.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.2% | -2.6% |
| 7D | +1.0% | -10.5% | +11.5% | +2.6% |
| 30D | -2.0% | -20.5% | +18.6% | +1.1% |
| 3M | -0.2% | -54.3% | +54.0% | +11.0% |
| 6M | -8.9% | -55.4% | +46.5% | 0.0% |
| YTD | +3.3% | -63.4% | +66.8% | +11.3% |
| 1Y | +2.2% | -59.1% | +61.3% | +6.7% |
| All | +2.2% | -62.5% | +64.7% | +6.7% |
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