+279.1%
KLAC vs CCI
-10.8%
+289.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.4% |
| 7D | +6.2% | -0.3% | +6.4% | +6.1% |
| 30D | -5.0% | +2.1% | -7.1% | -4.5% |
| 3M | -14.4% | -17.8% | +3.4% | -16.1% |
| 6M | +28.3% | -14.2% | +42.5% | +26.4% |
| YTD | +51.1% | -13.3% | +64.4% | +48.7% |
| 1Y | +100.4% | -16.6% | +117.0% | +96.5% |
| All | +279.1% | -10.8% | +289.9% | +244.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling