-28.8%
CPRT vs HALO
+178.6%
-207.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.7% |
| 7D | -0.4% | -2.1% | +1.7% | -0.2% |
| 30D | +8.2% | +4.6% | +3.6% | +7.7% |
| 3M | +2.3% | +50.2% | -47.9% | -2.1% |
| 6M | -14.7% | +57.6% | -72.3% | -18.9% |
| YTD | -18.2% | +59.6% | -77.8% | -22.4% |
| 1Y | -33.4% | +41.2% | -74.5% | -36.0% |
| All | -28.8% | +178.6% | -207.4% | -40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling