-17.7%
CCL vs WYNN
-14.2%
-3.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-06-09 to 2026-09-09.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.1% |
| 7D | -4.4% | -1.4% | -3.0% | -3.7% |
| 30D | -18.2% | -11.8% | -6.4% | -13.5% |
| 3M | -17.7% | -15.8% | -1.9% | -8.1% |
| All | -17.7% | -14.2% | -3.5% | -8.1% |
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 2026-06-09 to 2026-09-09: 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…
2026-06-09 to 2026-09-09 analysis · Full analysis span regression · Available span rolling