+374.9%
CPRT vs HALO
+979.6%
-604.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.6% |
| 7D | -11.2% | -2.7% | -8.5% | -10.8% |
| 30D | +3.3% | +5.3% | -2.0% | +2.4% |
| 3M | -3.6% | +51.6% | -55.1% | -10.3% |
| 6M | -15.8% | +61.3% | -77.0% | -22.6% |
| YTD | -23.5% | +59.3% | -82.8% | -29.7% |
| 1Y | -38.8% | +38.3% | -77.0% | -42.5% |
| 3Y | -33.4% | +185.9% | -219.3% | -47.0% |
| 5Y | -16.4% | +159.9% | -176.3% | -33.6% |
| All | +374.9% | +979.6% | -604.6% | +202.6% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling