+111.3%
CCEP vs HALO
+170.1%
-58.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | +2.1% | -3.2% | +5.3% | +2.3% |
| 30D | +10.6% | -14.2% | +24.8% | +11.6% |
| 3M | +10.3% | -0.4% | +10.7% | +10.2% |
| 6M | +31.1% | +43.2% | -12.1% | +27.4% |
| YTD | +32.1% | +49.0% | -16.9% | +27.7% |
| 1Y | +32.8% | +40.8% | -8.0% | +28.8% |
| 3Y | +111.3% | +167.4% | -56.0% | +92.1% |
| All | +111.3% | +170.1% | -58.8% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 3y: compounded portfolio wealth divided by compounded HALO 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…
3y analysis · Full analysis span regression · 6 months rolling