-16.0%
CLF vs WYNN
-4.3%
-11.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.1% | -1.1% |
| 7D | -3.7% | -3.4% | -0.2% | -1.9% |
| 30D | -4.7% | -15.4% | +10.7% | +3.9% |
| 3M | -4.7% | -15.8% | +11.1% | +4.0% |
| 6M | +24.0% | -13.5% | +37.5% | +32.6% |
| YTD | -10.9% | -26.0% | +15.1% | +3.5% |
| 1Y | +4.0% | -27.4% | +31.4% | +21.1% |
| All | -16.0% | -4.3% | -11.8% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling