+387.6%
CPRT vs HALO
+977.5%
-589.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.9% |
| 7D | -8.4% | -3.4% | -5.0% | -7.9% |
| 30D | +4.6% | +4.3% | +0.3% | +3.8% |
| 3M | -1.9% | +51.8% | -53.7% | -8.8% |
| 6M | -15.3% | +57.8% | -73.1% | -21.9% |
| YTD | -21.5% | +59.0% | -80.4% | -27.8% |
| 1Y | -36.6% | +41.2% | -77.8% | -40.7% |
| 3Y | -31.2% | +177.8% | -209.0% | -44.9% |
| 5Y | -14.1% | +159.5% | -173.6% | -31.8% |
| All | +387.6% | +977.5% | -589.9% | +210.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling