-12.0%
CCL vs HALO
+2,448.5%
-2,460.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.0% |
| 7D | -0.1% | +0.5% | -0.7% | -0.2% |
| 30D | -20.0% | +5.0% | -25.0% | -20.7% |
| 3M | -13.7% | +53.1% | -66.8% | -20.5% |
| 6M | -9.0% | +60.8% | -69.8% | -16.9% |
| YTD | -22.8% | +60.9% | -83.7% | -29.6% |
| 1Y | -25.3% | +42.8% | -68.1% | -30.6% |
| 3Y | +54.1% | +181.3% | -127.2% | +23.1% |
| 5Y | +3.5% | +157.6% | -154.1% | -16.4% |
| 10Y | -41.0% | +910.4% | -951.4% | -62.7% |
| All | -12.0% | +2,448.5% | -2,460.5% | -59.7% |
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