+22,337.9%
KLAC vs CCI
+905.5%
+21,432.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.9% | +9.2% | +7.8% |
| 7D | +5.7% | -0.4% | +6.1% | +5.8% |
| 30D | -3.6% | +2.7% | -6.3% | -4.4% |
| 3M | -12.8% | -18.2% | +5.4% | -9.2% |
| 6M | +26.1% | -14.8% | +40.8% | +29.1% |
| YTD | +53.3% | -12.6% | +65.9% | +55.5% |
| 1Y | +113.7% | -16.7% | +130.4% | +119.0% |
| 3Y | +274.9% | -10.5% | +285.4% | +265.9% |
| 5Y | +470.1% | -51.4% | +521.6% | +556.9% |
| 10Y | +2,997.0% | +20.0% | +2,977.0% | +2,670.5% |
| All | +22,337.9% | +905.5% | +21,432.4% | +9,904.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling