+63.3%
QBTS vs CCI
-37.7%
+101.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -1.1% |
| 7D | -2.4% | -0.4% | -2.0% | -2.3% |
| 30D | -22.5% | +2.7% | -25.2% | -22.8% |
| 3M | -40.0% | -18.2% | -21.8% | -37.9% |
| 6M | -12.3% | -14.8% | +2.5% | -10.4% |
| YTD | -36.6% | -12.6% | -24.0% | -35.8% |
| 1Y | +8.4% | -16.7% | +25.2% | +11.0% |
| 3Y | +1,380.4% | -10.5% | +1,390.9% | +1,362.6% |
| 5Y | +69.7% | -51.4% | +121.1% | +65.4% |
| All | +63.3% | -37.7% | +101.0% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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