+626.9%
CEG vs WYNN
+2.1%
+624.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.4% | -1.2% |
| 7D | +1.3% | -1.4% | +2.7% | +1.7% |
| 30D | +8.8% | -11.8% | +20.6% | +11.8% |
| 3M | +17.0% | -15.8% | +32.8% | +21.3% |
| 6M | -8.7% | -10.7% | +2.0% | -6.8% |
| YTD | -16.4% | -24.5% | +8.0% | -11.5% |
| 1Y | -1.8% | -25.0% | +23.3% | +3.8% |
| 3Y | +175.8% | -1.8% | +177.5% | +166.2% |
| All | +626.9% | +2.1% | +624.9% | +548.8% |
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