-60.8%
CLSK vs WYNN
+13.0%
-73.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.8% | +7.6% | +7.1% |
| 7D | +7.7% | -4.2% | +11.9% | +9.4% |
| 30D | +12.2% | -14.6% | +26.9% | +18.7% |
| 3M | -15.5% | -18.4% | +2.9% | -9.3% |
| 6M | +39.3% | -11.9% | +51.3% | +45.9% |
| YTD | +35.1% | -26.6% | +61.7% | +50.5% |
| 1Y | +34.0% | -28.5% | +62.6% | +50.7% |
| 3Y | +226.3% | -5.1% | +231.4% | +228.8% |
| 5Y | +6.4% | -10.5% | +16.9% | +5.5% |
| All | -60.8% | +13.0% | -73.9% | -52.7% |
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