+4.9%
QBTS vs CCJ
+501.9%
-497.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +0.8% |
| 7D | +2.6% | +3.7% | -1.1% | +1.7% |
| 30D | -22.5% | -13.7% | -8.8% | -17.1% |
| 3M | -47.4% | -24.7% | -22.6% | -40.5% |
| 6M | -55.7% | -38.1% | -17.5% | -45.6% |
| YTD | -59.3% | -18.8% | -40.5% | -53.6% |
| 1Y | -63.3% | -19.5% | -43.7% | -57.8% |
| 3Y | +1,379.2% | +75.9% | +1,303.3% | +1,289.5% |
| 5Y | +8.3% | +173.1% | -164.8% | -1.8% |
| All | +4.9% | +501.9% | -497.0% | -1.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling