+39.8%
CLSK vs WYNN
-26.4%
+66.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +8.8% | -3.9% | +12.7% | +11.6% |
| 30D | -6.0% | -9.3% | +3.3% | -0.3% |
| 3M | -24.4% | -11.4% | -12.9% | -18.4% |
| 6M | +19.0% | -11.0% | +30.0% | +28.1% |
| YTD | +25.4% | -23.4% | +48.8% | +48.4% |
| 1Y | +39.8% | -24.8% | +64.6% | +58.9% |
| All | +39.8% | -26.4% | +66.1% | +58.9% |
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