+320.2%
CVE vs HALO
+162.4%
+157.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | +2.5% | +4.6% | -2.1% | +2.2% |
| 30D | +16.7% | +31.8% | -15.1% | +14.4% |
| 3M | +9.3% | +53.9% | -44.6% | +5.9% |
| 6M | +43.6% | +57.4% | -13.8% | +38.8% |
| YTD | +93.6% | +63.7% | +29.9% | +86.2% |
| 1Y | +98.8% | +50.1% | +48.6% | +92.3% |
| 3Y | +73.6% | +157.3% | -83.7% | +55.5% |
| All | +320.2% | +162.4% | +157.8% | +287.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling