+69.8%
CB vs WYNN
-4.3%
+74.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.4% |
| 7D | -2.8% | -3.4% | +0.7% | -2.6% |
| 30D | -2.4% | -15.4% | +13.0% | -1.8% |
| 3M | +2.8% | -15.8% | +18.6% | +3.4% |
| 6M | +4.8% | -13.5% | +18.3% | +5.3% |
| YTD | +9.2% | -26.0% | +35.2% | +10.3% |
| 1Y | +22.8% | -27.4% | +50.2% | +24.0% |
| All | +69.8% | -4.3% | +74.0% | +67.4% |
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