+604.3%
CEG vs HALO
+213.7%
+390.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -4.8% | -2.7% | -2.0% | -4.5% |
| 30D | +2.3% | +5.3% | -3.0% | +1.8% |
| 3M | +15.6% | +51.6% | -36.0% | +10.7% |
| 6M | -5.0% | +61.3% | -66.3% | -9.8% |
| YTD | -19.0% | +59.3% | -78.3% | -23.0% |
| 1Y | -10.0% | +38.3% | -48.2% | -13.1% |
| 3Y | +163.9% | +185.9% | -21.9% | +123.9% |
| All | +604.3% | +213.7% | +390.6% | +480.6% |
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 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