+1,491.9%
CB vs WYNN
+1,232.2%
+259.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.2% | -1.6% |
| 7D | -0.6% | +1.8% | -2.4% | -1.0% |
| 30D | -3.9% | -9.8% | +5.9% | -2.0% |
| 3M | +4.9% | -11.8% | +16.7% | +7.3% |
| 6M | +3.3% | -8.8% | +12.0% | +4.6% |
| YTD | +8.5% | -22.8% | +31.3% | +13.2% |
| 1Y | +22.1% | -24.1% | +46.2% | +27.2% |
| 3Y | +70.1% | +0.4% | +69.7% | +63.2% |
| 5Y | +97.4% | -8.7% | +106.0% | +84.5% |
| 10Y | +216.8% | +8.3% | +208.5% | +154.7% |
| All | +1,491.9% | +1,232.2% | +259.7% | +518.1% |
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