+34.8%
CF vs WYNN
-32.5%
+67.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.1% | -10.4% | -2.8% |
| 7D | -6.9% | +15.4% | -22.3% | -3.2% |
| 30D | -3.7% | +6.8% | -10.5% | -1.8% |
| 3M | -5.0% | -15.4% | +10.4% | -8.8% |
| 6M | -10.5% | -20.0% | +9.5% | -14.7% |
| YTD | +46.5% | -31.0% | +77.6% | +45.9% |
| 1Y | +34.8% | -31.5% | +66.3% | +32.5% |
| All | +34.8% | -32.5% | +67.3% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling