+145.4%
CCL vs QBTS
+1,073.6%
-928.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +18.0% | -17.5% | -0.6% |
| 7D | +3.1% | +0.3% | +2.8% | +3.0% |
| 30D | +13.7% | -29.8% | +43.5% | +15.8% |
| 3M | +3.8% | -45.0% | +48.8% | +7.1% |
| 6M | +9.3% | -55.2% | +64.4% | +13.0% |
| YTD | -1.1% | -59.2% | +58.1% | +1.8% |
| 1Y | +14.6% | -62.4% | +76.9% | +17.9% |
| All | +145.4% | +1,073.6% | -928.2% | +93.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling