+3,444.2%
PANW vs CVE
+16.6%
+3,427.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -14.2% | -16.1% | +1.9% | -11.8% |
| 30D | -22.6% | -10.4% | -12.2% | -21.4% |
| 3M | -12.7% | -2.4% | -10.3% | -12.6% |
| 6M | +70.9% | -4.4% | +75.3% | +71.0% |
| YTD | +70.4% | +64.9% | +5.4% | +55.0% |
| 1Y | +48.5% | +66.0% | -17.5% | +34.9% |
| 3Y | +164.8% | +57.7% | +107.2% | +138.1% |
| 5Y | +281.4% | +144.7% | +136.6% | +211.4% |
| 10Y | +1,172.3% | +139.2% | +1,033.1% | +806.4% |
| All | +3,444.2% | +16.6% | +3,427.6% | +2,801.1% |
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