+30.3%
CCL vs WYNN
+1,177.3%
-1,146.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.1% |
| 7D | -4.3% | -3.4% | -0.9% | -2.8% |
| 30D | -19.0% | -15.4% | -3.6% | -12.6% |
| 3M | -13.1% | -15.8% | +2.7% | -6.2% |
| 6M | -13.3% | -13.5% | +0.2% | -7.1% |
| YTD | -25.2% | -26.0% | +0.7% | -14.3% |
| 1Y | -27.2% | -27.4% | +0.2% | -16.5% |
| 3Y | +49.2% | -3.7% | +52.9% | +46.6% |
| 5Y | +0.4% | -9.8% | +10.1% | +0.5% |
| 10Y | -42.3% | +1.1% | -43.4% | -43.0% |
| All | +30.3% | +1,177.3% | -1,146.9% | -43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling