+353.2%
CFG vs WYNN
-41.2%
+394.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.1% |
| 7D | -0.6% | -1.4% | +0.8% | -0.1% |
| 30D | -4.5% | -11.8% | +7.2% | -0.3% |
| 3M | +6.3% | -15.8% | +22.1% | +12.5% |
| 6M | +20.6% | -10.7% | +31.3% | +24.6% |
| YTD | +21.2% | -24.5% | +45.7% | +32.6% |
| 1Y | +38.2% | -25.0% | +63.2% | +50.5% |
| 3Y | +185.9% | -1.8% | +187.7% | +175.0% |
| 5Y | +97.0% | -10.0% | +107.0% | +84.8% |
| 10Y | +306.8% | +3.2% | +303.6% | +237.6% |
| All | +353.2% | -41.2% | +394.4% | +306.3% |
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