-5.1%
COF vs WYNN
-32.5%
+27.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.1% | -7.2% | -3.3% |
| 7D | +0.7% | +15.4% | -14.7% | -4.6% |
| 30D | +5.7% | +6.8% | -1.0% | +3.0% |
| 3M | -6.7% | -15.4% | +8.7% | -0.6% |
| 6M | +9.5% | -20.0% | +29.4% | +18.7% |
| YTD | -13.9% | -31.0% | +17.2% | +0.3% |
| 1Y | -5.1% | -31.5% | +26.4% | +9.1% |
| All | -5.1% | -32.5% | +27.4% | +9.1% |
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 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