+2,197.2%
CBRE vs WYNN
+282.5%
+1,914.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.2% |
| 7D | -5.0% | -4.2% | -0.8% | -3.1% |
| 30D | -4.7% | -14.6% | +9.9% | +2.2% |
| 3M | +6.5% | -18.4% | +24.9% | +16.3% |
| 6M | +6.1% | -11.9% | +18.0% | +11.4% |
| YTD | -12.6% | -26.6% | +14.0% | -0.5% |
| 1Y | -15.3% | -28.5% | +13.2% | -3.6% |
| 3Y | +64.6% | -5.1% | +69.7% | +56.9% |
| 5Y | +45.0% | -10.5% | +55.5% | +29.5% |
| 10Y | +404.2% | +0.3% | +403.9% | +220.3% |
| All | +2,197.2% | +282.5% | +1,914.7% | +474.7% |
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