-42.6%
CCL vs WYNN
+1.1%
-43.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.1% | +1.8% |
| 7D | -3.2% | -4.2% | +1.0% | -0.3% |
| 30D | -17.8% | -14.6% | -3.2% | -8.2% |
| 3M | -18.7% | -18.4% | -0.3% | -6.7% |
| 6M | -11.4% | -11.9% | +0.5% | -3.0% |
| YTD | -24.3% | -26.6% | +2.3% | -6.5% |
| 1Y | -28.8% | -28.5% | -0.3% | -11.9% |
| 3Y | +49.3% | -5.1% | +54.4% | +41.3% |
| 5Y | +1.6% | -10.5% | +12.1% | -5.3% |
| All | -42.6% | +1.1% | -43.8% | -47.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling