+147.0%
CDNS vs QBTS
+61.8%
+85.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.9% |
| 7D | -14.0% | -2.4% | -11.6% | -13.9% |
| 30D | -13.2% | -22.5% | +9.3% | -12.3% |
| 3M | -28.9% | -40.0% | +11.1% | -27.7% |
| 6M | -4.2% | -12.3% | +8.2% | -4.3% |
| YTD | -6.4% | -36.6% | +30.2% | -5.8% |
| 1Y | -16.2% | +8.4% | -24.6% | -17.4% |
| 3Y | +20.2% | +1,380.4% | -1,360.2% | +7.3% |
| 5Y | +76.6% | +69.7% | +6.9% | +56.3% |
| All | +147.0% | +61.8% | +85.2% | +109.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling