-11.7%
CCI vs HALO
+177.6%
-189.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.7% |
| 7D | -4.4% | -3.4% | -1.0% | -4.1% |
| 30D | +0.3% | +4.3% | -4.0% | 0.0% |
| 3M | -20.0% | +51.8% | -71.7% | -22.8% |
| 6M | -14.5% | +57.8% | -72.3% | -17.9% |
| YTD | -14.9% | +59.0% | -73.8% | -18.2% |
| 1Y | -17.7% | +41.2% | -58.8% | -20.2% |
| All | -11.7% | +177.6% | -189.3% | -25.1% |
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