+63.3%
QBTS vs CDW
+25.7%
+37.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | -2.4% | +3.2% | -5.6% | -3.5% |
| 30D | -22.5% | +9.3% | -31.8% | -24.9% |
| 3M | -40.0% | +9.8% | -49.8% | -42.2% |
| 6M | -12.3% | +23.3% | -35.7% | -21.3% |
| YTD | -36.6% | +13.7% | -50.2% | -41.4% |
| 1Y | +8.4% | -6.5% | +14.9% | +9.1% |
| 3Y | +1,380.4% | -25.2% | +1,405.6% | +1,477.3% |
| 5Y | +69.7% | -19.5% | +89.2% | +83.6% |
| All | +63.3% | +25.7% | +37.6% | +72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling