+8.2%
CCL vs QBTS
+67.0%
-58.8%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +1.0% | -2.0% |
| 7D | -4.4% | +3.8% | -8.2% | -4.6% |
| 30D | -18.2% | -15.2% | -3.0% | -17.6% |
| 3M | -17.7% | -27.2% | +9.5% | -16.8% |
| 6M | -13.0% | -10.1% | -2.9% | -13.5% |
| YTD | -24.5% | -34.5% | +10.1% | -24.2% |
| 1Y | -26.9% | +6.0% | -32.9% | -28.4% |
| 3Y | +50.8% | +1,779.3% | -1,728.5% | +26.9% |
| 5Y | -0.9% | +75.4% | -76.3% | -30.2% |
| All | +8.2% | +67.0% | -58.8% | -22.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling