+452.1%
KLAC vs CCI
-51.2%
+503.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.2% |
| 7D | +6.2% | -0.3% | +6.4% | +6.2% |
| 30D | -5.0% | +2.1% | -7.1% | -5.1% |
| 3M | -14.4% | -17.8% | +3.4% | -12.8% |
| 6M | +28.3% | -14.2% | +42.5% | +29.4% |
| YTD | +51.1% | -13.3% | +64.4% | +51.7% |
| 1Y | +100.4% | -16.6% | +117.0% | +102.3% |
| 3Y | +276.3% | -10.8% | +287.2% | +252.4% |
| 5Y | +452.1% | -50.3% | +502.4% | +553.6% |
| All | +452.1% | -51.2% | +503.3% | +553.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling