+2,598.4%
CPRT vs HALO
+2,448.5%
+149.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -3.1% |
| 7D | +0.4% | +0.5% | -0.1% | +0.3% |
| 30D | +9.9% | +5.0% | +4.9% | +9.3% |
| 3M | +5.6% | +53.1% | -47.5% | +0.9% |
| 6M | -13.6% | +60.8% | -74.4% | -18.0% |
| YTD | -16.7% | +60.9% | -77.7% | -21.1% |
| 1Y | -33.1% | +42.8% | -75.9% | -35.9% |
| 3Y | -27.1% | +181.3% | -208.3% | -36.0% |
| 5Y | -9.9% | +157.6% | -167.4% | -21.0% |
| 10Y | +415.3% | +910.4% | -495.0% | +286.5% |
| All | +2,598.4% | +2,448.5% | +149.9% | +1,577.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling