-1.8%
CARR vs WYNN
-32.5%
+30.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.1% | -5.5% | -1.5% |
| 7D | -0.7% | +15.4% | -16.1% | -5.5% |
| 30D | +0.3% | +6.8% | -6.4% | -2.0% |
| 3M | -14.9% | -15.4% | +0.5% | -9.8% |
| 6M | -14.9% | -20.0% | +5.1% | -8.1% |
| YTD | +7.0% | -31.0% | +38.0% | +19.3% |
| 1Y | -1.8% | -31.5% | +29.7% | +8.7% |
| All | -1.8% | -32.5% | +30.7% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 1y: compounded portfolio wealth divided by compounded WYNN 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…
1y analysis · Full analysis span regression · 6 months rolling