+63.3%
QBTS vs CCEP
+160.8%
-97.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.3% |
| 7D | -2.4% | -3.1% | +0.6% | -2.3% |
| 30D | -22.5% | -2.6% | -19.9% | -22.4% |
| 3M | -40.0% | +14.9% | -54.9% | -40.6% |
| 6M | -12.3% | +2.3% | -14.6% | -12.5% |
| YTD | -36.6% | +17.8% | -54.4% | -37.4% |
| 1Y | +8.4% | +24.2% | -15.8% | +6.2% |
| 3Y | +1,380.4% | +84.7% | +1,295.6% | +1,322.0% |
| 5Y | +69.7% | +103.2% | -33.5% | +66.3% |
| All | +63.3% | +160.8% | -97.4% | +54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling