+38.4%
CART vs WYNN
-3.8%
+42.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.7% | -2.5% |
| 7D | -9.5% | -1.4% | -8.1% | -9.3% |
| 30D | -7.8% | -11.8% | +4.0% | -6.0% |
| 3M | +10.4% | -15.8% | +26.2% | +13.3% |
| 6M | +20.1% | -10.7% | +30.8% | +21.7% |
| YTD | +3.7% | -24.5% | +28.2% | +7.9% |
| 1Y | +2.6% | -25.0% | +27.6% | +6.5% |
| All | +38.4% | -3.8% | +42.2% | +22.9% |
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