+5,591.2%
CF vs WYNN
+198.7%
+5,392.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.3% | -0.6% |
| 7D | +4.8% | +2.3% | +2.4% | +4.0% |
| 30D | +4.7% | +15.4% | -10.7% | 0.0% |
| 3M | +7.4% | -16.7% | +24.1% | +12.3% |
| 6M | +0.6% | -11.1% | +11.7% | +2.6% |
| YTD | +64.1% | -28.8% | +92.9% | +76.1% |
| 1Y | +51.4% | -30.2% | +81.6% | +63.2% |
| 3Y | +67.8% | +3.8% | +64.0% | +54.9% |
| 5Y | +114.1% | -6.2% | +120.3% | +89.9% |
| 10Y | +480.1% | +12.6% | +467.5% | +324.7% |
| All | +5,591.2% | +198.7% | +5,392.5% | +2,463.6% |
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