+68.7%
QBTS vs CCJ
+713.2%
-644.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.5% |
| 7D | +3.8% | +4.2% | -0.4% | +2.2% |
| 30D | -15.2% | +3.2% | -18.4% | -16.1% |
| 3M | -27.2% | -1.8% | -25.4% | -26.1% |
| 6M | -10.1% | -13.5% | +3.5% | -3.4% |
| YTD | -34.5% | +9.7% | -44.3% | -34.3% |
| 1Y | +6.0% | +30.0% | -24.0% | +1.5% |
| 3Y | +1,779.3% | +172.6% | +1,606.7% | +1,430.3% |
| 5Y | +75.4% | +342.9% | -267.5% | +40.5% |
| All | +68.7% | +713.2% | -644.6% | +38.9% |
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