-7.1%
CMG vs WYNN
-5.1%
-2.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -2.1% | -4.2% | +2.1% | -1.1% |
| 30D | +10.9% | -14.6% | +25.5% | +14.9% |
| 3M | +15.8% | -18.4% | +34.2% | +21.1% |
| 6M | +6.9% | -11.9% | +18.9% | +9.8% |
| YTD | -2.2% | -26.6% | +24.4% | +4.1% |
| 1Y | -7.1% | -28.5% | +21.4% | -1.2% |
| 3Y | -7.1% | -5.1% | -2.0% | -12.3% |
| All | -7.1% | -5.1% | -2.1% | -12.3% |
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