+1,558.0%
QBTS vs CDW
-25.0%
+1,583.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.9% |
| 7D | -2.4% | +3.2% | -5.6% | -3.9% |
| 30D | -22.5% | +9.3% | -31.8% | -26.0% |
| 3M | -40.0% | +9.8% | -49.8% | -43.3% |
| 6M | -12.3% | +23.3% | -35.7% | -26.2% |
| YTD | -36.6% | +13.7% | -50.2% | -43.9% |
| 1Y | +8.4% | -6.5% | +14.9% | +12.7% |
| All | +1,558.0% | -25.0% | +1,583.0% | +1,403.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling