+74.1%
QBTS vs CDW
+19.2%
+54.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -5.2% | +11.8% | +8.3% |
| 7D | +6.8% | -3.9% | +10.7% | +8.1% |
| 30D | -14.9% | +6.9% | -21.8% | -16.9% |
| 3M | -31.6% | +7.7% | -39.3% | -34.0% |
| 6M | -4.9% | +18.3% | -23.3% | -13.7% |
| YTD | -32.4% | +7.8% | -40.2% | -36.5% |
| 1Y | +14.6% | -12.2% | +26.8% | +17.6% |
| 3Y | +1,839.6% | -28.9% | +1,868.6% | +2,000.0% |
| 5Y | +81.2% | -22.8% | +104.0% | +99.0% |
| All | +74.1% | +19.2% | +54.9% | +87.1% |
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