+104.1%
CCEP vs WYNN
-11.0%
+115.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -2.8% | -4.2% | +1.4% | -2.1% |
| 30D | -4.0% | -14.6% | +10.6% | -1.6% |
| 3M | +5.2% | -18.4% | +23.6% | +8.6% |
| 6M | +2.7% | -11.9% | +14.6% | +4.6% |
| YTD | +14.5% | -26.6% | +41.1% | +19.7% |
| 1Y | +17.2% | -28.5% | +45.7% | +22.5% |
| 3Y | +79.3% | -5.1% | +84.5% | +74.0% |
| All | +104.1% | -11.0% | +115.1% | +87.4% |
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 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