-1.5%
COF vs WYNN
-26.4%
+24.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.8% | -3.9% | +5.7% | +3.2% |
| 30D | -0.6% | -9.3% | +8.7% | +2.8% |
| 3M | +20.3% | -11.4% | +31.7% | +25.1% |
| 6M | +13.0% | -11.0% | +24.0% | +16.9% |
| YTD | -8.3% | -23.4% | +15.0% | 0.0% |
| 1Y | -1.5% | -24.8% | +23.4% | +4.9% |
| All | -1.5% | -26.4% | +24.9% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling