+13.0%
QBTS vs CDW
+35.8%
-22.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.8% | +2.5% | +5.8% |
| 7D | +13.7% | +9.3% | +4.4% | +10.4% |
| 30D | -21.3% | +15.8% | -37.1% | -25.0% |
| 3M | -44.7% | +21.8% | -66.5% | -48.5% |
| 6M | -49.2% | +58.8% | -108.0% | -57.2% |
| YTD | -56.1% | +22.8% | -78.9% | -60.7% |
| 1Y | -61.1% | +17.9% | -79.0% | -64.5% |
| 3Y | +1,511.0% | -17.4% | +1,528.4% | +1,564.5% |
| 5Y | +16.6% | -5.7% | +22.3% | +21.2% |
| All | +13.0% | +35.8% | -22.8% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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