+40.0%
CCL vs QBTS
-6.7%
+46.7%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.5% | -0.2% |
| 7D | -1.2% | -10.5% | +9.3% | -0.7% |
| 30D | +13.1% | -20.5% | +33.7% | +14.2% |
| 3M | +3.4% | -54.3% | +57.6% | +6.9% |
| 6M | +18.7% | -55.4% | +74.1% | +22.0% |
| YTD | -2.3% | -63.4% | +61.2% | +0.6% |
| 1Y | +14.2% | -59.1% | +73.3% | +16.8% |
| 3Y | +133.6% | +1,216.8% | -1,083.2% | +100.8% |
| 5Y | +33.5% | -2.6% | +36.1% | -3.5% |
| All | +40.0% | -6.7% | +46.7% | +3.3% |
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