+5,583.4%
CF vs WYNN
+191.5%
+5,391.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.1% | +2.1% |
| 7D | +5.4% | +4.7% | +0.7% | +3.9% |
| 30D | +6.5% | +9.7% | -3.1% | +3.2% |
| 3M | +4.6% | -19.2% | +23.8% | +10.3% |
| 6M | -3.3% | -14.2% | +10.9% | -0.4% |
| YTD | +63.9% | -30.5% | +94.4% | +77.1% |
| 1Y | +50.4% | -33.0% | +83.4% | +64.1% |
| 3Y | +68.2% | +0.1% | +68.1% | +56.9% |
| 5Y | +113.8% | -8.4% | +122.3% | +90.9% |
| 10Y | +479.3% | +9.9% | +469.4% | +327.1% |
| All | +5,583.4% | +191.5% | +5,391.9% | +2,477.9% |
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