+58.4%
CNH vs WYNN
-30.3%
+88.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | -5.7% | -4.2% | -1.5% | -4.4% |
| 30D | +26.6% | -14.6% | +41.2% | +33.1% |
| 3M | +31.1% | -18.4% | +49.5% | +39.4% |
| 6M | +24.9% | -11.9% | +36.8% | +29.3% |
| YTD | +48.7% | -26.6% | +75.3% | +62.8% |
| 1Y | +22.2% | -28.5% | +50.7% | +33.8% |
| 3Y | +7.4% | -5.1% | +12.6% | +5.3% |
| 5Y | +10.8% | -10.5% | +21.3% | +5.2% |
| 10Y | +154.7% | +0.3% | +154.4% | +116.7% |
| All | +58.4% | -30.3% | +88.7% | +41.6% |
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 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