+1,635.4%
CNP vs WYNN
+1,177.3%
+458.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.3% |
| 7D | -2.2% | -3.4% | +1.3% | -1.6% |
| 30D | -2.1% | -15.4% | +13.4% | +0.4% |
| 3M | -7.9% | -15.8% | +7.9% | -5.7% |
| 6M | -8.3% | -13.5% | +5.2% | -6.6% |
| YTD | +3.8% | -26.0% | +29.8% | +8.0% |
| 1Y | +5.9% | -27.4% | +33.3% | +10.0% |
| 3Y | +49.3% | -3.7% | +53.0% | +45.5% |
| 5Y | +69.3% | -9.8% | +79.0% | +60.6% |
| 10Y | +136.0% | +1.1% | +134.9% | +104.0% |
| All | +1,635.4% | +1,177.3% | +458.1% | +1,011.1% |
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