-4.6%
CARR vs WYNN
-26.4%
+21.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.6% | -3.9% | +5.5% | +2.6% |
| 30D | -8.7% | -9.3% | +0.5% | -6.5% |
| 3M | -12.6% | -11.4% | -1.1% | -9.9% |
| 6M | -1.5% | -11.0% | +9.4% | +1.0% |
| YTD | +14.3% | -23.4% | +37.7% | +19.0% |
| 1Y | -4.6% | -24.8% | +20.2% | -1.7% |
| All | -4.6% | -26.4% | +21.8% | -1.7% |
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