+10.9%
CMG vs WYNN
-32.5%
+43.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +6.1% | -0.2% | +3.2% |
| 7D | +22.5% | +15.4% | +7.1% | +15.5% |
| 30D | +14.1% | +6.8% | +7.3% | +10.7% |
| 3M | +4.1% | -15.4% | +19.5% | +10.3% |
| 6M | +10.1% | -20.0% | +30.0% | +19.1% |
| YTD | -4.9% | -31.0% | +26.2% | +8.4% |
| 1Y | +10.9% | -31.5% | +42.4% | +24.6% |
| All | +10.9% | -32.5% | +43.4% | +24.6% |
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