+130.3%
CART vs WYNN
+2.9%
+127.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.2% |
| 7D | +1.3% | +2.3% | -1.1% | +0.9% |
| 30D | +19.2% | +15.4% | +3.8% | +16.2% |
| 3M | +17.6% | -16.7% | +34.3% | +20.9% |
| 6M | +47.4% | -11.1% | +58.5% | +49.8% |
| YTD | +30.9% | -28.8% | +59.7% | +37.7% |
| 1Y | +46.0% | -30.2% | +76.2% | +54.0% |
| 3Y | +130.3% | +3.8% | +126.6% | +95.9% |
| All | +130.3% | +2.9% | +127.4% | +95.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling