+116.0%
CMS vs WYNN
+1.1%
+114.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | -1.9% | -4.2% | +2.3% | -1.7% |
| 30D | -4.1% | -14.6% | +10.5% | -3.5% |
| 3M | -7.1% | -18.4% | +11.3% | -6.3% |
| 6M | -10.1% | -11.9% | +1.9% | -9.7% |
| YTD | -1.7% | -26.6% | +24.9% | -0.6% |
| 1Y | -3.4% | -28.5% | +25.2% | -2.3% |
| 3Y | +31.6% | -5.1% | +36.7% | +30.8% |
| 5Y | +23.3% | -10.5% | +33.8% | +21.9% |
| All | +116.0% | +1.1% | +114.9% | +108.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling