+430.6%
KLAC vs CCJ
+326.6%
+104.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | -0.2% | -2.1% |
| 7D | +2.5% | -3.2% | +5.6% | +3.6% |
| 30D | -11.5% | -1.3% | -10.2% | -11.3% |
| 3M | -16.9% | +2.5% | -19.5% | -17.6% |
| 6M | +22.2% | -18.9% | +41.1% | +29.9% |
| YTD | +46.4% | +6.5% | +39.9% | +43.0% |
| 1Y | +91.0% | +22.8% | +68.2% | +75.3% |
| 3Y | +264.6% | +164.5% | +100.1% | +149.3% |
| 5Y | +430.6% | +303.7% | +126.9% | +203.4% |
| All | +430.6% | +326.6% | +104.0% | +203.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling