+64.1%
QBTS vs CCJ
+689.0%
-624.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.3% | -1.5% |
| 7D | -1.0% | -3.2% | +2.2% | +0.3% |
| 30D | -17.6% | -1.3% | -16.3% | -17.1% |
| 3M | -28.3% | +2.5% | -30.9% | -28.2% |
| 6M | -11.2% | -18.9% | +7.7% | -2.5% |
| YTD | -36.3% | +6.5% | -42.8% | -35.3% |
| 1Y | +3.9% | +22.8% | -19.0% | +1.4% |
| 3Y | +1,728.8% | +164.5% | +1,564.3% | +1,406.7% |
| 5Y | +70.9% | +303.7% | -232.8% | +38.3% |
| All | +64.1% | +689.0% | -624.9% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CCJ 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling