-70.2%
CPNG vs HALO
+146.0%
-216.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -5.4% | -3.4% | -2.0% | -4.6% |
| 30D | -11.1% | +4.3% | -15.4% | -12.0% |
| 3M | -3.0% | +51.8% | -54.7% | -13.6% |
| 6M | -23.5% | +57.8% | -81.3% | -32.8% |
| YTD | -37.8% | +59.0% | -96.8% | -45.9% |
| 1Y | -54.3% | +41.2% | -95.5% | -59.0% |
| 3Y | -20.8% | +177.8% | -198.6% | -47.3% |
| 5Y | -51.1% | +159.5% | -210.5% | -68.3% |
| All | -70.2% | +146.0% | -216.2% | -79.8% |
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