+2,896.3%
KLAC vs CCJ
+1,065.5%
+1,830.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.7% | +2.2% |
| 7D | -2.7% | -4.0% | +1.4% | -1.5% |
| 30D | -13.2% | -2.4% | -10.8% | -12.7% |
| 3M | -25.0% | -2.3% | -22.7% | -24.6% |
| 6M | +23.6% | -16.2% | +39.8% | +29.2% |
| YTD | +49.2% | +5.7% | +43.5% | +46.7% |
| 1Y | +89.3% | +21.3% | +68.1% | +77.0% |
| 3Y | +274.4% | +159.4% | +115.0% | +176.9% |
| 5Y | +440.9% | +300.7% | +140.3% | +245.5% |
| All | +2,896.3% | +1,065.5% | +1,830.8% | +1,321.6% |
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