+5,967.0%
CF vs WYNN
+221.4%
+5,745.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +6.0% | -3.9% | +9.9% | +7.1% |
| 30D | +14.8% | -9.3% | +24.1% | +17.9% |
| 3M | +14.1% | -11.4% | +25.5% | +17.4% |
| 6M | +28.5% | -11.0% | +39.5% | +30.6% |
| YTD | +74.9% | -23.4% | +98.3% | +85.1% |
| 1Y | +61.7% | -24.8% | +86.5% | +70.7% |
| 3Y | +80.3% | -7.1% | +87.5% | +72.8% |
| 5Y | +226.0% | -5.4% | +231.4% | +188.8% |
| 10Y | +569.9% | +11.5% | +558.4% | +395.4% |
| All | +5,967.0% | +221.4% | +5,745.5% | +2,593.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling