+3,154.0%
CLS vs WYNN
+1.1%
+3,152.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.8% | +7.4% | +6.9% |
| 7D | +10.9% | -4.2% | +15.1% | +12.7% |
| 30D | +2.1% | -14.6% | +16.7% | +7.9% |
| 3M | -10.2% | -18.4% | +8.2% | -3.9% |
| 6M | +30.4% | -11.9% | +42.3% | +35.8% |
| YTD | +17.2% | -26.6% | +43.8% | +30.0% |
| 1Y | +41.0% | -28.5% | +69.6% | +56.8% |
| 3Y | +1,338.0% | -5.1% | +1,343.1% | +1,303.6% |
| 5Y | +3,860.6% | -10.5% | +3,871.1% | +3,623.0% |
| All | +3,154.0% | +1.1% | +3,152.9% | +2,377.3% |
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