+66.7%
PANW vs CLS
+37.8%
+28.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.6% | -8.9% | -3.0% |
| 7D | -0.8% | +10.9% | -11.7% | -1.9% |
| 30D | -14.6% | +2.1% | -16.7% | -15.0% |
| 3M | +18.3% | -10.2% | +28.5% | +18.6% |
| 6M | +100.5% | +30.4% | +70.1% | +94.6% |
| YTD | +79.5% | +17.2% | +62.3% | +75.4% |
| 1Y | +66.7% | +41.0% | +25.7% | +54.3% |
| All | +66.7% | +37.8% | +28.9% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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