+6,864.1%
CAT vs WYNN
+1,203.4%
+5,660.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | -0.2% |
| 7D | +2.9% | -1.4% | +4.3% | +3.4% |
| 30D | -2.6% | -11.8% | +9.1% | +0.9% |
| 3M | -10.7% | -15.8% | +5.1% | -6.4% |
| 6M | +16.1% | -10.7% | +26.9% | +19.4% |
| YTD | +43.2% | -24.5% | +67.7% | +54.2% |
| 1Y | +96.8% | -25.0% | +121.9% | +111.0% |
| 3Y | +201.4% | -1.8% | +203.1% | +192.3% |
| 5Y | +332.7% | -10.0% | +342.7% | +307.0% |
| 10Y | +1,157.1% | +3.2% | +1,153.9% | +891.9% |
| All | +6,864.1% | +1,203.4% | +5,660.6% | +2,774.3% |
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