+3,634.0%
PANW vs CMI
+804.8%
+2,829.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.7% |
| 7D | -0.8% | -0.7% | -0.1% | -0.6% |
| 30D | -14.6% | -12.4% | -2.2% | -11.1% |
| 3M | +18.3% | -14.8% | +33.1% | +23.6% |
| 6M | +100.5% | +0.8% | +99.7% | +95.8% |
| YTD | +79.5% | +10.2% | +69.3% | +69.5% |
| 1Y | +66.7% | +37.4% | +29.3% | +45.5% |
| 3Y | +161.2% | +153.3% | +8.0% | +82.4% |
| 5Y | +322.2% | +167.6% | +154.6% | +184.7% |
| 10Y | +1,273.8% | +514.4% | +759.4% | +539.4% |
| All | +3,634.0% | +804.8% | +2,829.3% | +1,497.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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