+58.7%
CF vs WYNN
-26.8%
+85.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -2.6% |
| 7D | -2.0% | -3.4% | +1.5% | -2.7% |
| 30D | +15.3% | -15.4% | +30.7% | +11.5% |
| 3M | +24.3% | -15.8% | +40.1% | +20.5% |
| 6M | +23.9% | -13.5% | +37.4% | +21.5% |
| YTD | +77.3% | -26.0% | +103.2% | +76.6% |
| 1Y | +58.7% | -27.4% | +86.1% | +58.2% |
| All | +58.7% | -26.8% | +85.5% | +58.2% |
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 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