+78.8%
CNQ vs WYNN
-5.1%
+83.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.4% |
| 7D | +0.1% | -4.2% | +4.3% | +0.8% |
| 30D | +6.2% | -14.6% | +20.8% | +8.8% |
| 3M | +12.4% | -18.4% | +30.8% | +15.9% |
| 6M | +9.0% | -11.9% | +20.9% | +10.3% |
| YTD | +52.2% | -26.6% | +78.8% | +60.0% |
| 1Y | +65.0% | -28.5% | +93.6% | +73.2% |
| 3Y | +78.8% | -5.1% | +84.0% | +67.9% |
| All | +78.8% | -5.1% | +83.9% | +67.9% |
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