+52.1%
CME vs WYNN
-5.1%
+57.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.5% |
| 7D | -1.6% | -4.2% | +2.6% | -1.8% |
| 30D | +5.6% | -14.6% | +20.2% | +4.8% |
| 3M | +5.6% | -18.4% | +24.0% | +4.5% |
| 6M | -8.3% | -11.9% | +3.7% | -8.7% |
| YTD | +4.3% | -26.6% | +30.9% | +3.2% |
| 1Y | +9.1% | -28.5% | +37.6% | +7.9% |
| 3Y | +52.1% | -5.1% | +57.2% | +53.5% |
| All | +52.1% | -5.1% | +57.1% | +53.5% |
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