+3,585.6%
PANW vs CVE
+17.6%
+3,568.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | -6.8% | -10.0% | +3.2% | -5.3% |
| 30D | -22.1% | -11.9% | -10.2% | -20.6% |
| 3M | -15.2% | -5.9% | -9.3% | -14.6% |
| 6M | +57.0% | -1.6% | +58.6% | +56.4% |
| YTD | +77.2% | +66.3% | +10.9% | +61.0% |
| 1Y | +50.7% | +57.5% | -6.8% | +38.1% |
| 3Y | +157.5% | +65.4% | +92.0% | +129.8% |
| 5Y | +292.3% | +144.2% | +148.1% | +220.4% |
| 10Y | +1,189.0% | +135.5% | +1,053.5% | +820.9% |
| All | +3,585.6% | +17.6% | +3,568.0% | +2,913.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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