+3.5%
CCL vs QBTS
+81.8%
-78.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.6% | -7.9% | -1.6% |
| 7D | -0.1% | +6.8% | -7.0% | -0.5% |
| 30D | -20.0% | -14.9% | -5.1% | -19.4% |
| 3M | -13.7% | -31.6% | +17.9% | -12.5% |
| 6M | -9.0% | -4.9% | -4.1% | -9.7% |
| YTD | -22.8% | -32.4% | +9.6% | -22.6% |
| 1Y | -25.3% | +14.6% | -39.9% | -27.0% |
| 3Y | +54.1% | +1,839.6% | -1,785.6% | +29.7% |
| 5Y | +3.5% | +81.2% | -77.8% | -31.2% |
| All | +3.5% | +81.8% | -78.3% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling