+49.1%
CNP vs WYNN
-5.1%
+54.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -1.4% | -4.2% | +2.8% | -1.3% |
| 30D | -2.9% | -14.6% | +11.7% | -2.4% |
| 3M | -7.5% | -18.4% | +10.9% | -6.9% |
| 6M | -7.9% | -11.9% | +4.0% | -7.6% |
| YTD | +3.7% | -26.6% | +30.3% | +4.9% |
| 1Y | +4.6% | -28.5% | +33.1% | +5.7% |
| 3Y | +49.1% | -5.1% | +54.3% | +43.7% |
| All | +49.1% | -5.1% | +54.2% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling