+4,013.6%
CMG vs WYNN
+174.5%
+3,839.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -2.1% | -4.2% | +2.1% | -1.0% |
| 30D | +10.9% | -14.6% | +25.5% | +15.3% |
| 3M | +15.8% | -18.4% | +34.2% | +21.7% |
| 6M | +6.9% | -11.9% | +18.9% | +10.1% |
| YTD | -2.2% | -26.6% | +24.4% | +5.3% |
| 1Y | -7.1% | -28.5% | +21.4% | +0.1% |
| 3Y | -7.1% | -5.1% | -2.0% | -9.3% |
| 5Y | -4.8% | -10.5% | +5.7% | -9.7% |
| 10Y | +324.3% | +0.3% | +324.1% | +224.6% |
| All | +4,013.6% | +174.5% | +3,839.1% | +1,818.9% |
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