+47.2%
CCL vs QBTS
+2.2%
+45.0%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.6% | +8.4% | +0.2% |
| 7D | +5.8% | +1.1% | +4.7% | +5.7% |
| 30D | +17.3% | -28.1% | +45.3% | +18.9% |
| 3M | +11.3% | -48.1% | +59.4% | +14.5% |
| 6M | +18.5% | -53.6% | +72.0% | +21.5% |
| YTD | +2.8% | -59.9% | +62.7% | +5.4% |
| 1Y | +16.7% | -64.3% | +81.1% | +19.8% |
| 3Y | +146.0% | +1,355.6% | -1,209.5% | +110.5% |
| 5Y | +33.6% | +6.6% | +27.0% | -3.8% |
| All | +47.2% | +2.2% | +45.0% | +8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling