+2,262.6%
CLS vs WYNN
+1,203.4%
+1,059.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.8% |
| 7D | +20.1% | -1.4% | +21.5% | +20.6% |
| 30D | +6.0% | -11.8% | +17.8% | +10.0% |
| 3M | -10.3% | -15.8% | +5.5% | -5.8% |
| 6M | +24.5% | -10.7% | +35.2% | +28.4% |
| YTD | +12.9% | -24.5% | +37.3% | +22.3% |
| 1Y | +36.7% | -25.0% | +61.7% | +47.7% |
| 3Y | +1,328.1% | -1.8% | +1,329.8% | +1,292.8% |
| 5Y | +3,682.3% | -10.0% | +3,692.3% | +3,517.0% |
| 10Y | +3,038.3% | +3.2% | +3,035.1% | +2,475.2% |
| All | +2,262.6% | +1,203.4% | +1,059.2% | +751.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling