-36.2%
CLX vs WYNN
-5.1%
-31.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.1% |
| 7D | -5.7% | -4.2% | -1.5% | -5.4% |
| 30D | -17.0% | -14.6% | -2.4% | -16.0% |
| 3M | -9.7% | -18.4% | +8.7% | -8.3% |
| 6M | -19.8% | -11.9% | -7.9% | -19.0% |
| YTD | -9.8% | -26.6% | +16.7% | -8.2% |
| 1Y | -26.2% | -28.5% | +2.4% | -24.9% |
| 3Y | -36.2% | -5.1% | -31.1% | -38.1% |
| All | -36.2% | -5.1% | -31.1% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling