+7.1%
CRM vs PANW
+74.0%
-66.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.2% |
| 7D | +1.3% | -10.3% | +11.6% | +6.3% |
| 30D | +34.3% | -8.1% | +42.4% | +38.8% |
| 3M | +37.7% | +19.3% | +18.4% | +23.4% |
| 6M | +34.9% | +110.2% | -75.2% | -11.5% |
| YTD | -1.6% | +80.9% | -82.6% | -29.5% |
| 1Y | +7.1% | +73.3% | -66.1% | -22.5% |
| All | +7.1% | +74.0% | -66.9% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PANW.
Daily Out/Under-Performance
Portfolio return minus PANW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PANW 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 1y: compounded portfolio wealth divided by compounded PANW 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…
1y analysis · Full analysis span regression · 6 months rolling