+28.5%
CL vs WYNN
-12.8%
+41.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | -0.1% |
| 7D | -2.4% | -3.4% | +1.0% | -2.3% |
| 30D | -4.8% | -15.4% | +10.6% | -4.4% |
| 3M | -1.7% | -15.8% | +14.1% | -1.3% |
| 6M | -3.8% | -13.5% | +9.7% | -3.5% |
| YTD | +13.3% | -26.0% | +39.2% | +13.9% |
| 1Y | +8.3% | -27.4% | +35.7% | +8.9% |
| 3Y | +28.8% | -3.7% | +32.6% | +28.1% |
| 5Y | +28.5% | -9.8% | +38.3% | +27.1% |
| All | +28.5% | -12.8% | +41.3% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling