+163.9%
CEG vs WYNN
-5.1%
+169.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -4.8% | -4.2% | -0.6% | -3.4% |
| 30D | +2.3% | -14.6% | +17.0% | +7.6% |
| 3M | +15.6% | -18.4% | +34.0% | +23.1% |
| 6M | -5.0% | -11.9% | +6.9% | -1.8% |
| YTD | -19.0% | -26.6% | +7.5% | -11.1% |
| 1Y | -10.0% | -28.5% | +18.6% | -0.9% |
| 3Y | +163.9% | -5.1% | +169.1% | +141.2% |
| All | +163.9% | -5.1% | +169.0% | +141.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling