+49.3%
CCL vs HALO
+178.1%
-128.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | -3.2% | -2.7% | -0.5% | -2.7% |
| 30D | -17.8% | +5.3% | -23.1% | -18.6% |
| 3M | -18.7% | +51.6% | -70.2% | -25.2% |
| 6M | -11.4% | +61.3% | -72.7% | -19.6% |
| YTD | -24.3% | +59.3% | -83.6% | -31.1% |
| 1Y | -28.8% | +38.3% | -67.1% | -33.9% |
| 3Y | +49.3% | +185.9% | -136.5% | +8.9% |
| All | +49.3% | +178.1% | -128.8% | +8.9% |
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