+219.8%
CB vs WYNN
+1.1%
+218.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -0.7% | -4.2% | +3.5% | 0.0% |
| 30D | -1.2% | -14.6% | +13.4% | +1.4% |
| 3M | +3.8% | -18.4% | +22.2% | +7.1% |
| 6M | +5.8% | -11.9% | +17.7% | +7.6% |
| YTD | +9.4% | -26.6% | +35.9% | +14.4% |
| 1Y | +20.7% | -28.5% | +49.2% | +26.2% |
| 3Y | +70.1% | -5.1% | +75.2% | +65.4% |
| 5Y | +101.4% | -10.5% | +111.8% | +90.6% |
| All | +219.8% | +1.1% | +218.7% | +177.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling