+142.0%
CNP vs HALO
+689.5%
-547.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | +1.3% | -3.2% | +4.5% | +1.7% |
| 30D | +3.8% | -14.2% | +18.0% | +5.4% |
| 3M | +2.4% | -0.4% | +2.8% | +2.0% |
| 6M | -1.2% | +43.2% | -44.4% | -6.0% |
| YTD | +9.3% | +49.0% | -39.7% | +3.2% |
| 1Y | +6.4% | +40.8% | -34.4% | +1.1% |
| 3Y | +66.4% | +167.4% | -101.0% | +41.7% |
| 5Y | +75.7% | +157.4% | -81.7% | +47.4% |
| All | +142.0% | +689.5% | -547.6% | +76.0% |
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