+16.7%
CCL vs QBTS
-65.2%
+81.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.6% | +8.4% | +0.8% |
| 7D | +5.8% | +1.1% | +4.7% | +5.4% |
| 30D | +17.3% | -28.1% | +45.3% | +21.5% |
| 3M | +11.3% | -48.1% | +59.4% | +19.6% |
| 6M | +18.5% | -53.6% | +72.0% | +26.2% |
| YTD | +2.8% | -59.9% | +62.7% | +6.0% |
| 1Y | +16.7% | -64.3% | +81.1% | +20.3% |
| All | +16.7% | -65.2% | +81.9% | +20.3% |
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 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