+309.0%
CFG vs WYNN
+1.1%
+307.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | -0.4% | -4.2% | +3.8% | +1.3% |
| 30D | -4.6% | -14.6% | +10.0% | +1.5% |
| 3M | +6.7% | -18.4% | +25.1% | +15.2% |
| 6M | +22.1% | -11.9% | +34.0% | +27.4% |
| YTD | +23.2% | -26.6% | +49.8% | +37.8% |
| 1Y | +40.3% | -28.5% | +68.8% | +57.4% |
| 3Y | +187.9% | -5.1% | +193.0% | +177.8% |
| 5Y | +102.0% | -10.5% | +112.5% | +86.7% |
| All | +309.0% | +1.1% | +307.9% | +231.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling