-32.5%
CPRT vs HALO
+47.3%
-79.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +2.2% | +4.6% | -2.4% | +1.8% |
| 30D | +16.6% | +31.8% | -15.2% | +13.7% |
| 3M | +9.6% | +53.9% | -44.3% | +5.8% |
| 6M | -11.1% | +57.4% | -68.5% | -14.8% |
| YTD | -13.9% | +63.7% | -77.6% | -16.4% |
| 1Y | -32.5% | +50.1% | -82.6% | -35.4% |
| All | -32.5% | +47.3% | -79.8% | -35.4% |
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 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