-41.3%
CORZ vs WYNN
-32.5%
-8.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +6.1% | -16.4% | -12.7% |
| 7D | -14.9% | +15.4% | -30.3% | -20.6% |
| 30D | -23.1% | +6.8% | -29.9% | -25.3% |
| 3M | -44.1% | -15.4% | -28.7% | -39.1% |
| 6M | -39.5% | -20.0% | -19.6% | -32.1% |
| YTD | -12.4% | -31.0% | +18.7% | +4.7% |
| 1Y | -41.3% | -31.5% | -9.8% | -31.6% |
| All | -41.3% | -32.5% | -8.9% | -31.6% |
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