+22.4%
CCI vs HALO
+979.6%
-957.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | -0.3% | -2.7% | +2.4% | 0.0% |
| 30D | +2.2% | +5.3% | -3.1% | +1.7% |
| 3M | -16.9% | +51.6% | -68.4% | -20.6% |
| 6M | -11.5% | +61.3% | -72.8% | -16.1% |
| YTD | -12.8% | +59.3% | -72.1% | -17.3% |
| 1Y | -17.1% | +38.3% | -55.3% | -20.3% |
| 3Y | -9.6% | +185.9% | -195.5% | -21.4% |
| 5Y | -48.9% | +159.9% | -208.9% | -55.7% |
| All | +22.4% | +979.6% | -957.1% | +0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling