+51.0%
CL vs WYNN
+1.1%
+49.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.4% | -1.2% |
| 7D | -2.2% | -4.2% | +2.0% | -2.0% |
| 30D | -6.0% | -14.6% | +8.6% | -5.2% |
| 3M | -2.3% | -18.4% | +16.1% | -1.3% |
| 6M | -2.0% | -11.9% | +9.9% | -1.4% |
| YTD | +11.8% | -26.6% | +38.4% | +13.5% |
| 1Y | +5.8% | -28.5% | +34.4% | +7.4% |
| 3Y | +25.9% | -5.1% | +31.0% | +24.9% |
| 5Y | +26.9% | -10.5% | +37.4% | +24.9% |
| All | +51.0% | +1.1% | +49.9% | +48.6% |
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