-29.6%
CLS vs WYNN
-32.5%
+2.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +6.1% | -15.1% | -10.0% |
| 7D | -21.1% | +15.4% | -36.6% | -23.6% |
| 30D | -38.2% | +6.8% | -45.0% | -38.7% |
| 3M | -36.3% | -15.4% | -20.9% | -31.7% |
| 6M | -43.8% | -20.0% | -23.9% | -38.3% |
| YTD | -20.0% | -31.0% | +11.0% | -7.3% |
| 1Y | -29.6% | -31.5% | +1.9% | -20.6% |
| All | -29.6% | -32.5% | +2.9% | -20.6% |
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 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