-23.9%
CPRT vs HALO
+92.7%
-116.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.3% | +3.7% | +4.9% |
| 7D | +12.6% | +0.2% | +12.4% | +12.6% |
| 30D | +18.0% | +20.3% | -2.4% | +16.2% |
| 3M | +11.0% | +56.6% | -45.6% | +6.6% |
| 6M | -2.0% | +101.9% | -103.9% | -7.1% |
| YTD | -16.7% | +93.7% | -110.3% | -19.2% |
| 1Y | -23.9% | +91.5% | -115.4% | -27.0% |
| All | -23.9% | +92.7% | -116.6% | -27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling