-26.9%
CCL vs QBTS
+10.8%
-37.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +1.0% | -1.8% |
| 7D | -4.4% | +3.8% | -8.2% | -4.8% |
| 30D | -18.2% | -15.2% | -3.0% | -16.9% |
| 3M | -17.7% | -27.2% | +9.5% | -15.6% |
| 6M | -13.0% | -10.1% | -2.9% | -15.1% |
| YTD | -24.5% | -34.5% | +10.1% | -25.3% |
| 1Y | -26.9% | +6.0% | -32.9% | -28.7% |
| All | -26.9% | +10.8% | -37.7% | -28.7% |
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