+159.8%
CVE vs HALO
+928.6%
-768.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +2.9% |
| 7D | +0.2% | +0.5% | -0.4% | +0.1% |
| 30D | +17.5% | +5.0% | +12.5% | +16.3% |
| 3M | +16.2% | +53.1% | -36.9% | +6.3% |
| 6M | +47.8% | +60.8% | -13.0% | +33.3% |
| YTD | +98.5% | +60.9% | +37.6% | +78.4% |
| 1Y | +109.8% | +42.8% | +67.0% | +92.6% |
| 3Y | +75.5% | +181.3% | -105.8% | +30.9% |
| 5Y | +341.6% | +157.6% | +184.0% | +225.6% |
| 10Y | +159.8% | +910.4% | -750.6% | +40.2% |
| All | +159.8% | +928.6% | -768.8% | +40.2% |
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 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