+32.1%
CL vs WYNN
-32.5%
+64.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.1% | -2.8% | +2.7% |
| 7D | +7.7% | +15.4% | -7.7% | +6.5% |
| 30D | +15.2% | +6.8% | +8.5% | +14.4% |
| 3M | +7.3% | -15.4% | +22.7% | +8.0% |
| 6M | +17.0% | -20.0% | +37.0% | +18.0% |
| YTD | +28.0% | -31.0% | +59.0% | +29.0% |
| 1Y | +32.1% | -31.5% | +63.6% | +32.9% |
| All | +32.1% | -32.5% | +64.6% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling