-43.7%
CPB vs WYNN
-5.1%
-38.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.3% |
| 7D | -1.8% | -4.2% | +2.4% | -1.5% |
| 30D | -7.1% | -14.6% | +7.5% | -6.1% |
| 3M | -6.0% | -18.4% | +12.4% | -4.8% |
| 6M | -5.3% | -11.9% | +6.7% | -4.5% |
| YTD | -20.8% | -26.6% | +5.7% | -19.5% |
| 1Y | -33.8% | -28.5% | -5.3% | -32.7% |
| 3Y | -43.7% | -5.1% | -38.6% | -45.1% |
| All | -43.7% | -5.1% | -38.7% | -45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling