+237.8%
CF vs WYNN
-10.4%
+248.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.2% | +5.0% | +3.0% |
| 7D | -0.8% | -1.4% | +0.6% | -0.7% |
| 30D | +14.3% | -11.8% | +26.0% | +15.6% |
| 3M | +27.9% | -15.8% | +43.7% | +29.8% |
| 6M | +25.5% | -10.7% | +36.2% | +26.1% |
| YTD | +81.2% | -24.5% | +105.7% | +86.1% |
| 1Y | +66.5% | -25.0% | +91.5% | +70.6% |
| 3Y | +76.7% | -1.8% | +78.4% | +71.0% |
| 5Y | +237.8% | -10.0% | +247.9% | +223.8% |
| All | +237.8% | -10.4% | +248.2% | +223.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling