+1,300.5%
HALO vs CPAY
+1,533.9%
-233.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.6% |
| 7D | -3.4% | -2.7% | -0.7% | -2.3% |
| 30D | +4.3% | +0.6% | +3.7% | +3.9% |
| 3M | +51.8% | +17.0% | +34.7% | +41.0% |
| 6M | +57.8% | +24.1% | +33.7% | +41.3% |
| YTD | +59.0% | +35.7% | +23.3% | +35.1% |
| 1Y | +41.2% | +34.0% | +7.1% | +19.8% |
| 3Y | +177.8% | +50.3% | +127.6% | +112.9% |
| 5Y | +159.5% | +56.7% | +102.8% | +88.5% |
| 10Y | +963.6% | +153.9% | +809.7% | +401.3% |
| All | +1,300.5% | +1,533.9% | -233.4% | +147.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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