+195.3%
KLAC vs CCL
+136.4%
+58.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | +10.0% | -1.2% | +11.2% | +10.6% |
| 30D | -14.8% | +13.1% | -27.9% | -18.8% |
| 3M | -27.2% | +3.4% | -30.5% | -28.4% |
| 6M | -17.5% | +18.7% | -36.2% | -23.3% |
| YTD | +25.8% | -2.3% | +28.1% | +24.4% |
| 1Y | +31.8% | +14.2% | +17.6% | +22.6% |
| 3Y | +195.3% | +133.6% | +61.7% | +128.8% |
| All | +195.3% | +136.4% | +58.9% | +128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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