+3.3%
QBTS vs CCEP
+189.8%
-186.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.1% | -8.7% | -8.6% |
| 7D | +1.1% | +5.4% | -4.3% | +0.9% |
| 30D | -28.1% | +12.8% | -40.8% | -28.4% |
| 3M | -48.1% | +10.9% | -59.0% | -48.3% |
| 6M | -53.6% | +25.6% | -79.2% | -54.1% |
| YTD | -59.9% | +31.0% | -90.9% | -60.6% |
| 1Y | -64.3% | +32.3% | -96.6% | -65.0% |
| 3Y | +1,355.6% | +110.5% | +1,245.0% | +1,297.2% |
| 5Y | +6.6% | +141.8% | -135.2% | +3.3% |
| All | +3.3% | +189.8% | -186.6% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 10y: compounded portfolio wealth divided by compounded CCEP 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…
10y analysis · Full analysis span regression · 6 months rolling