+21.9%
CCL vs QBTS
-66.5%
+88.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.1% | +7.2% | +7.2% |
| 7D | +11.6% | -11.8% | +23.4% | +13.2% |
| 30D | +22.5% | -33.6% | +56.2% | +28.6% |
| 3M | +6.4% | -52.5% | +58.9% | +15.9% |
| 6M | +23.4% | -50.4% | +73.8% | +30.5% |
| YTD | +4.2% | -60.3% | +64.5% | +8.2% |
| 1Y | +21.9% | -65.1% | +87.0% | +26.9% |
| All | +21.9% | -66.5% | +88.4% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 1y: compounded portfolio wealth divided by compounded QBTS 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…
1y analysis · Full analysis span regression · 6 months rolling