+1,623.6%
CMS vs WYNN
+1,232.2%
+391.5%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.4% |
| 7D | +1.2% | +1.8% | -0.6% | +1.0% |
| 30D | -3.2% | -9.8% | +6.7% | -2.2% |
| 3M | -2.2% | -11.8% | +9.6% | -1.1% |
| 6M | -9.4% | -8.8% | -0.7% | -8.8% |
| YTD | +0.7% | -22.8% | +23.5% | +2.9% |
| 1Y | +0.4% | -24.1% | +24.5% | +2.5% |
| 3Y | +35.2% | +0.4% | +34.8% | +32.6% |
| 5Y | +24.1% | -8.7% | +32.8% | +20.0% |
| 10Y | +115.8% | +8.3% | +107.5% | +87.9% |
| All | +1,623.6% | +1,232.2% | +391.5% | +643.8% |
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