+854.4%
COF vs WYNN
+1,166.9%
-312.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | -5.1% | -4.2% | -1.0% | -3.5% |
| 30D | -6.0% | -14.6% | +8.6% | 0.0% |
| 3M | +14.8% | -18.4% | +33.2% | +23.8% |
| 6M | +15.3% | -11.9% | +27.3% | +20.4% |
| YTD | -13.0% | -26.6% | +13.5% | -2.5% |
| 1Y | -5.7% | -28.5% | +22.8% | +6.1% |
| 3Y | +118.1% | -5.1% | +123.3% | +112.3% |
| 5Y | +46.2% | -10.5% | +56.7% | +36.4% |
| 10Y | +246.1% | +0.3% | +245.8% | +165.8% |
| All | +854.4% | +1,166.9% | -312.5% | +186.7% |
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 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