+1,422.6%
CCEP vs HALO
+2,492.7%
-1,070.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.1% |
| 7D | -3.1% | +4.6% | -7.7% | -3.5% |
| 30D | -2.6% | +31.8% | -34.4% | -5.6% |
| 3M | +14.9% | +53.9% | -39.0% | +9.5% |
| 6M | +2.3% | +57.4% | -55.1% | -2.9% |
| YTD | +17.8% | +63.7% | -45.9% | +11.2% |
| 1Y | +24.2% | +50.1% | -25.9% | +18.2% |
| 3Y | +84.7% | +157.3% | -72.6% | +62.8% |
| 5Y | +103.2% | +161.0% | -57.8% | +76.7% |
| 10Y | +257.4% | +1,018.7% | -761.3% | +157.9% |
| All | +1,422.6% | +2,492.7% | -1,070.1% | +773.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling