+421.5%
CARR vs WYNN
+120.9%
+300.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.3% | +1.6% |
| 7D | -3.8% | -4.2% | +0.4% | -2.8% |
| 30D | -8.9% | -14.6% | +5.7% | -5.7% |
| 3M | -17.3% | -18.4% | +1.1% | -13.6% |
| 6M | -1.4% | -11.9% | +10.5% | +1.3% |
| YTD | +10.0% | -26.6% | +36.6% | +17.3% |
| 1Y | -6.4% | -28.5% | +22.2% | -0.1% |
| 3Y | +1.5% | -5.1% | +6.7% | -0.1% |
| 5Y | +9.3% | -10.5% | +19.8% | +4.4% |
| All | +421.5% | +120.9% | +300.6% | +412.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling