+34.6%
CP vs WYNN
-32.5%
+67.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.1% | -2.6% | +2.4% |
| 7D | +5.6% | +15.4% | -9.8% | +2.9% |
| 30D | +10.0% | +6.8% | +3.3% | +8.7% |
| 3M | +4.4% | -15.4% | +19.8% | +7.5% |
| 6M | +14.1% | -20.0% | +34.0% | +18.4% |
| YTD | +29.1% | -31.0% | +60.1% | +38.3% |
| 1Y | +34.6% | -31.5% | +66.0% | +43.8% |
| All | +34.6% | -32.5% | +67.0% | +43.8% |
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