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  • CCL vs QBTS✓SelectedUSD · QBTSCCL vs QBTS performance historyLatest closeAs of+0.13%09/04
Stock and ETF performance explorer

CCL vs QBTS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-24.8%
QBTS return
+7.2%
Excess return
-32.0%
Maximum drawdown
-30.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioQBTSExcessAlpha
1D+0.1%-1.4%+1.6%+0.3%
7D-5.0%-2.4%-2.6%-4.8%
30D-20.3%-22.5%+2.1%-18.3%
3M-15.1%-40.0%+24.9%-11.4%
6M-15.1%-12.3%-2.8%-16.8%
YTD-21.8%-36.6%+14.8%-22.3%
1Y-24.8%+8.4%-33.2%-26.1%
All-24.8%+7.2%-32.0%-26.1%

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