+626.9%
CEG vs HALO
+214.3%
+412.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | +1.3% | -2.1% | +3.4% | +1.5% |
| 30D | +8.8% | +4.6% | +4.2% | +8.3% |
| 3M | +17.0% | +50.2% | -33.3% | +12.1% |
| 6M | -8.7% | +57.6% | -66.3% | -13.1% |
| YTD | -16.4% | +59.6% | -76.0% | -20.6% |
| 1Y | -1.8% | +41.2% | -42.9% | -5.4% |
| 3Y | +175.8% | +178.9% | -3.1% | +135.0% |
| All | +626.9% | +214.3% | +412.7% | +499.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling