+4.9%
QBTS vs CDW
+42.8%
-37.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +0.9% |
| 7D | +2.6% | +2.6% | 0.0% | +1.9% |
| 30D | -22.5% | +20.4% | -42.9% | -27.1% |
| 3M | -47.4% | +28.5% | -75.8% | -51.8% |
| 6M | -55.7% | +70.6% | -126.3% | -63.6% |
| YTD | -59.3% | +29.1% | -88.4% | -64.1% |
| 1Y | -63.3% | +23.8% | -87.0% | -67.1% |
| 3Y | +1,379.2% | -14.5% | +1,393.6% | +1,404.6% |
| 5Y | +8.3% | -1.6% | +9.9% | +10.8% |
| All | +4.9% | +42.8% | -37.9% | +5.8% |
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