+134.8%
CVE vs HALO
+160.1%
-25.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -10.1% | -20.2% | +10.1% | -8.9% |
| 30D | -12.1% | -6.8% | -5.3% | -11.8% |
| 3M | -1.9% | -0.2% | -1.7% | -2.0% |
| 6M | -1.8% | +60.5% | -62.4% | -5.3% |
| YTD | +65.8% | +52.9% | +12.9% | +60.0% |
| 1Y | +60.8% | +50.8% | +10.0% | +55.3% |
| 3Y | +70.1% | +180.6% | -110.5% | +49.3% |
| 5Y | +134.8% | +166.6% | -31.8% | +117.4% |
| All | +134.8% | +160.1% | -25.3% | +117.4% |
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