+288.8%
KLAC vs CPRT
-27.3%
+316.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.3% | +5.1% | +2.4% |
| 7D | +10.6% | +0.4% | +10.2% | +10.5% |
| 30D | -4.5% | +9.9% | -14.4% | -6.4% |
| 3M | -10.3% | +5.6% | -15.9% | -11.8% |
| 6M | +40.9% | -13.6% | +54.5% | +51.7% |
| YTD | +56.1% | -16.7% | +72.8% | +70.4% |
| 1Y | +109.0% | -33.1% | +142.2% | +159.7% |
| 3Y | +288.8% | -27.1% | +315.9% | +324.5% |
| All | +288.8% | -27.3% | +316.2% | +324.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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