+43.4%
CBRE vs WYNN
-11.0%
+54.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.1% |
| 7D | -5.0% | -4.2% | -0.8% | -3.8% |
| 30D | -4.7% | -14.6% | +9.9% | -0.2% |
| 3M | +6.5% | -18.4% | +24.9% | +12.9% |
| 6M | +6.1% | -11.9% | +18.0% | +9.6% |
| YTD | -12.6% | -26.6% | +14.0% | -4.8% |
| 1Y | -15.3% | -28.5% | +13.2% | -7.7% |
| 3Y | +64.6% | -5.1% | +69.7% | +60.0% |
| All | +43.4% | -11.0% | +54.4% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling