+132.5%
CNP vs WYNN
+1.1%
+131.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -1.4% | -4.2% | +2.8% | -0.7% |
| 30D | -2.9% | -14.6% | +11.7% | -0.2% |
| 3M | -7.5% | -18.4% | +10.9% | -4.3% |
| 6M | -7.9% | -11.9% | +4.0% | -6.2% |
| YTD | +3.7% | -26.6% | +30.3% | +8.9% |
| 1Y | +4.6% | -28.5% | +33.1% | +9.8% |
| 3Y | +49.1% | -5.1% | +54.3% | +44.5% |
| 5Y | +69.2% | -10.5% | +79.7% | +58.5% |
| All | +132.5% | +1.1% | +131.3% | +93.2% |
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