+2,838.9%
KLAC vs CCI
+20.8%
+2,818.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.6% |
| 7D | +2.5% | -4.4% | +6.8% | +3.8% |
| 30D | -11.5% | +0.3% | -11.8% | -11.7% |
| 3M | -16.9% | -20.0% | +3.0% | -12.0% |
| 6M | +22.2% | -14.5% | +36.8% | +25.4% |
| YTD | +46.4% | -14.9% | +61.2% | +49.6% |
| 1Y | +91.0% | -17.7% | +108.7% | +97.1% |
| 3Y | +264.6% | -12.4% | +276.9% | +243.8% |
| 5Y | +430.6% | -50.1% | +480.7% | +561.4% |
| All | +2,838.9% | +20.8% | +2,818.2% | +2,556.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling