+48.8%
CAVA vs WYNN
-5.1%
+53.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.8% |
| 7D | -8.0% | -4.2% | -3.8% | -6.5% |
| 30D | -19.6% | -14.6% | -4.9% | -14.8% |
| 3M | -36.7% | -18.4% | -18.3% | -32.0% |
| 6M | -30.6% | -11.9% | -18.7% | -27.3% |
| YTD | -4.8% | -26.6% | +21.8% | +5.5% |
| 1Y | -13.1% | -28.5% | +15.4% | -3.6% |
| 3Y | +48.8% | -5.1% | +53.9% | +38.3% |
| All | +48.8% | -5.1% | +53.8% | +38.3% |
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 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