-20.0%
CPNG vs HALO
+178.1%
-198.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.0% |
| 7D | -1.1% | -2.7% | +1.6% | -0.8% |
| 30D | -7.4% | +5.3% | -12.7% | -7.9% |
| 3M | -12.3% | +51.6% | -63.9% | -17.0% |
| 6M | -19.4% | +61.3% | -80.7% | -24.5% |
| YTD | -35.9% | +59.3% | -95.2% | -40.1% |
| 1Y | -53.4% | +38.3% | -91.7% | -55.5% |
| 3Y | -20.0% | +185.9% | -205.9% | -36.1% |
| All | -20.0% | +178.1% | -198.1% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling