+279.1%
KLAC vs CCJ
+172.7%
+106.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.7% |
| 7D | +6.2% | +4.2% | +2.0% | +4.6% |
| 30D | -5.0% | +3.2% | -8.2% | -6.2% |
| 3M | -14.4% | -1.8% | -12.6% | -14.1% |
| 6M | +28.3% | -13.5% | +41.8% | +33.4% |
| YTD | +51.1% | +9.7% | +41.3% | +46.3% |
| 1Y | +100.4% | +30.0% | +70.4% | +80.5% |
| All | +279.1% | +172.7% | +106.4% | +168.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling