+184.4%
CFG vs WYNN
-4.3%
+188.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +1.0% |
| 7D | -1.7% | -3.4% | +1.7% | -0.6% |
| 30D | -4.6% | -15.4% | +10.8% | +0.8% |
| 3M | +7.9% | -15.8% | +23.7% | +13.9% |
| 6M | +19.9% | -13.5% | +33.4% | +24.9% |
| YTD | +21.7% | -26.0% | +47.7% | +33.6% |
| 1Y | +38.4% | -27.4% | +65.8% | +51.8% |
| All | +184.4% | -4.3% | +188.7% | +161.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling