+1,044.2%
CDNS vs WYNN
+1.1%
+1,043.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.7% |
| 7D | -1.1% | -4.2% | +3.1% | -0.2% |
| 30D | -10.4% | -14.6% | +4.2% | -7.2% |
| 3M | -24.6% | -18.4% | -6.2% | -21.1% |
| 6M | -1.6% | -11.9% | +10.3% | +0.9% |
| YTD | -7.4% | -26.6% | +19.2% | -1.0% |
| 1Y | -18.4% | -28.5% | +10.1% | -12.7% |
| 3Y | +19.0% | -5.1% | +24.1% | +16.8% |
| 5Y | +73.4% | -10.5% | +83.9% | +65.6% |
| All | +1,044.2% | +1.1% | +1,043.1% | +884.6% |
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