+300.2%
CCJ vs WYNN
-11.0%
+311.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.5% |
| 7D | -4.0% | -4.2% | +0.2% | -2.7% |
| 30D | -2.4% | -14.6% | +12.2% | +2.4% |
| 3M | -2.3% | -18.4% | +16.1% | +3.9% |
| 6M | -16.2% | -11.9% | -4.3% | -13.1% |
| YTD | +5.7% | -26.6% | +32.3% | +15.2% |
| 1Y | +21.3% | -28.5% | +49.8% | +32.1% |
| 3Y | +159.4% | -5.1% | +164.5% | +147.6% |
| All | +300.2% | -11.0% | +311.2% | +260.9% |
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