+6,636.0%
CME vs WYNN
+1,162.7%
+5,473.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.2% |
| 7D | -2.4% | -3.4% | +1.1% | -1.6% |
| 30D | +6.2% | -15.4% | +21.6% | +10.0% |
| 3M | +4.4% | -15.8% | +20.2% | +8.1% |
| 6M | -9.6% | -13.5% | +3.8% | -7.4% |
| YTD | +3.8% | -26.0% | +29.8% | +9.6% |
| 1Y | +9.5% | -27.4% | +36.9% | +15.5% |
| 3Y | +51.9% | -3.7% | +55.7% | +45.1% |
| 5Y | +78.7% | -9.8% | +88.5% | +63.8% |
| 10Y | +279.7% | +1.1% | +278.6% | +186.2% |
| All | +6,636.0% | +1,162.7% | +5,473.3% | +2,810.9% |
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 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