+122.7%
CRBG vs WYNN
-5.1%
+127.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.7% |
| 7D | +0.6% | -4.2% | +4.8% | +2.1% |
| 30D | +2.6% | -14.6% | +17.3% | +8.5% |
| 3M | +24.0% | -18.4% | +42.4% | +33.1% |
| 6M | +50.5% | -11.9% | +62.4% | +56.7% |
| YTD | +17.1% | -26.6% | +43.7% | +30.0% |
| 1Y | +5.9% | -28.5% | +34.4% | +17.4% |
| 3Y | +122.7% | -5.1% | +127.9% | +111.0% |
| All | +122.7% | -5.1% | +127.8% | +111.0% |
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