+21.9%
CCL vs WYNN
-32.5%
+54.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +6.1% | +1.2% | +3.3% |
| 7D | +11.6% | +15.4% | -3.8% | +1.9% |
| 30D | +22.5% | +6.8% | +15.8% | +17.4% |
| 3M | +6.4% | -15.4% | +21.8% | +19.2% |
| 6M | +23.4% | -20.0% | +43.4% | +43.4% |
| YTD | +4.2% | -31.0% | +35.2% | +29.9% |
| 1Y | +21.9% | -31.5% | +53.4% | +52.2% |
| All | +21.9% | -32.5% | +54.3% | +52.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling