+72.1%
CNP vs HALO
+158.1%
-86.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.8% |
| 7D | +0.7% | -2.1% | +2.7% | +0.8% |
| 30D | -0.1% | +4.6% | -4.7% | -0.5% |
| 3M | -5.6% | +50.2% | -55.9% | -9.0% |
| 6M | -7.5% | +57.6% | -65.1% | -11.3% |
| YTD | +5.5% | +59.6% | -54.1% | +1.0% |
| 1Y | +8.3% | +41.2% | -32.8% | +4.7% |
| 3Y | +51.8% | +178.9% | -127.1% | +33.7% |
| All | +72.1% | +158.1% | -86.1% | +45.3% |
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