+579.7%
CF vs WYNN
+1.1%
+578.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | -0.2% | -4.2% | +4.0% | +0.9% |
| 30D | +11.5% | -14.6% | +26.1% | +15.9% |
| 3M | +25.5% | -18.4% | +43.9% | +31.7% |
| 6M | +11.8% | -11.9% | +23.7% | +13.8% |
| YTD | +74.6% | -26.6% | +101.2% | +86.0% |
| 1Y | +57.7% | -28.5% | +86.2% | +68.1% |
| 3Y | +74.2% | -5.1% | +79.3% | +65.9% |
| 5Y | +223.8% | -10.5% | +234.3% | +193.8% |
| All | +579.7% | +1.1% | +578.6% | +401.1% |
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 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