+73.3%
PANW vs CCI
-18.8%
+92.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.2% | +0.4% |
| 7D | -10.3% | -0.4% | -9.9% | -10.3% |
| 30D | -8.1% | +2.7% | -10.8% | -8.2% |
| 3M | +19.3% | -18.2% | +37.5% | +22.3% |
| 6M | +110.2% | -14.8% | +125.0% | +112.6% |
| YTD | +80.9% | -12.6% | +93.5% | +80.2% |
| 1Y | +73.3% | -16.7% | +90.0% | +72.5% |
| All | +73.3% | -18.8% | +92.0% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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