+305.2%
CG vs WYNN
+1.1%
+304.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | -9.9% | -4.2% | -5.7% | -8.5% |
| 30D | -11.7% | -14.6% | +3.0% | -6.7% |
| 3M | -4.3% | -18.4% | +14.1% | +2.4% |
| 6M | -8.8% | -11.9% | +3.2% | -5.3% |
| YTD | -26.9% | -26.6% | -0.3% | -19.1% |
| 1Y | -35.4% | -28.5% | -6.9% | -28.6% |
| 3Y | +43.0% | -5.1% | +48.2% | +40.8% |
| 5Y | +1.9% | -10.5% | +12.4% | -2.5% |
| All | +305.2% | +1.1% | +304.0% | +246.2% |
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