-35.1%
CRDO vs WYNN
-34.2%
-0.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.7% | -3.7% | -14.0% | -17.2% |
| 7D | -32.0% | +6.9% | -38.9% | -32.4% |
| 30D | -49.1% | +3.5% | -52.7% | -49.1% |
| 3M | -50.0% | -21.4% | -28.6% | -46.6% |
| 6M | -42.0% | -25.0% | -17.0% | -37.1% |
| YTD | -21.9% | -33.6% | +11.7% | -10.2% |
| 1Y | -35.1% | -36.0% | +0.9% | -21.8% |
| All | -35.1% | -34.2% | -0.9% | -21.8% |
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