+316.7%
PANW vs CCI
-49.3%
+366.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.7% | -2.7% |
| 7D | -0.8% | -0.3% | -0.5% | -0.8% |
| 30D | -14.6% | +2.2% | -16.8% | -14.9% |
| 3M | +18.3% | -16.9% | +35.2% | +22.4% |
| 6M | +100.5% | -11.5% | +112.0% | +103.5% |
| YTD | +79.5% | -12.8% | +92.3% | +82.6% |
| 1Y | +66.7% | -17.1% | +83.8% | +71.3% |
| 3Y | +161.2% | -9.6% | +170.9% | +153.2% |
| All | +316.7% | -49.3% | +366.0% | +417.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling