+745.0%
PANW vs CIFR
+86.0%
+659.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.2% | +0.9% |
| 7D | -6.9% | +26.7% | -33.6% | -8.3% |
| 30D | -7.4% | +7.7% | -15.1% | -8.1% |
| 3M | +26.5% | -23.8% | +50.3% | +27.0% |
| 6M | +104.2% | +35.9% | +68.3% | +95.9% |
| YTD | +82.9% | +25.4% | +57.5% | +75.2% |
| 1Y | +70.7% | +139.8% | -69.0% | +54.2% |
| 3Y | +170.9% | +515.0% | -344.0% | +115.0% |
| 5Y | +334.1% | +52.1% | +282.0% | +233.9% |
| All | +745.0% | +86.0% | +659.0% | +537.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 all: compounded portfolio wealth divided by compounded CIFR 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…
all analysis · Full analysis span regression · 6 months rolling