+67.8%
CF vs WYNN
+2.9%
+64.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.3% | +0.1% |
| 7D | +4.8% | +2.3% | +2.4% | +4.7% |
| 30D | +4.7% | +15.4% | -10.7% | +4.1% |
| 3M | +7.4% | -16.7% | +24.1% | +8.5% |
| 6M | +0.6% | -11.1% | +11.7% | +1.0% |
| YTD | +64.1% | -28.8% | +92.9% | +69.2% |
| 1Y | +51.4% | -30.2% | +81.6% | +56.4% |
| 3Y | +67.8% | +3.8% | +64.0% | +50.2% |
| All | +67.8% | +2.9% | +64.9% | +50.2% |
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 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