+80.8%
CF vs WYNN
-2.3%
+83.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.2% | +5.0% | +2.9% |
| 7D | -0.8% | -1.4% | +0.6% | -0.8% |
| 30D | +14.3% | -11.8% | +26.0% | +15.0% |
| 3M | +27.9% | -15.8% | +43.7% | +29.1% |
| 6M | +25.5% | -10.7% | +36.2% | +25.7% |
| YTD | +81.2% | -24.5% | +105.7% | +86.0% |
| 1Y | +66.5% | -25.0% | +91.5% | +70.4% |
| All | +80.8% | -2.3% | +83.1% | +69.0% |
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