+2,422.4%
HALO vs CNI
+1,752.9%
+669.5%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.3% |
| 7D | -2.7% | -0.4% | -2.3% | -2.5% |
| 30D | +5.3% | -2.7% | +8.0% | +6.9% |
| 3M | +51.6% | +3.9% | +47.6% | +47.7% |
| 6M | +61.3% | +16.4% | +44.9% | +46.0% |
| YTD | +59.3% | +25.8% | +33.5% | +36.8% |
| 1Y | +38.3% | +32.4% | +5.9% | +14.4% |
| 3Y | +185.9% | +19.1% | +166.8% | +146.7% |
| 5Y | +159.9% | +13.6% | +146.4% | +124.1% |
| 10Y | +965.6% | +136.8% | +828.8% | +423.0% |
| All | +2,422.4% | +1,752.9% | +669.5% | +368.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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