+34.0%
CLSK vs WYNN
-28.3%
+62.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.8% | +7.6% | +7.3% |
| 7D | +7.7% | -4.2% | +11.9% | +10.8% |
| 30D | +12.2% | -14.6% | +26.9% | +24.4% |
| 3M | -15.5% | -18.4% | +2.9% | -3.4% |
| 6M | +39.3% | -11.9% | +51.3% | +51.2% |
| YTD | +35.1% | -26.6% | +61.7% | +64.8% |
| 1Y | +34.0% | -28.5% | +62.6% | +64.6% |
| All | +34.0% | -28.3% | +62.4% | +64.6% |
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