+777.0%
CNP vs HALO
+2,492.7%
-1,715.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +1.1% | +4.6% | -3.5% | +0.7% |
| 30D | -1.8% | +31.8% | -33.6% | -4.3% |
| 3M | -4.6% | +53.9% | -58.5% | -8.3% |
| 6M | -8.8% | +57.4% | -66.2% | -12.6% |
| YTD | +5.2% | +63.7% | -58.5% | +0.4% |
| 1Y | +8.3% | +50.1% | -41.8% | +4.0% |
| 3Y | +54.9% | +157.3% | -102.5% | +39.7% |
| 5Y | +73.5% | +161.0% | -87.5% | +54.5% |
| 10Y | +139.1% | +1,018.7% | -879.6% | +83.9% |
| All | +777.0% | +2,492.7% | -1,715.7% | +442.4% |
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