+942.5%
CRDO vs WYNN
-5.1%
+947.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.5% | +2.0% |
| 7D | -4.5% | -4.2% | -0.3% | -2.9% |
| 30D | -39.2% | -14.6% | -24.6% | -35.6% |
| 3M | -38.5% | -18.4% | -20.0% | -33.7% |
| 6M | +40.6% | -11.9% | +52.5% | +46.1% |
| YTD | +13.2% | -26.6% | +39.8% | +25.8% |
| 1Y | +2.3% | -28.5% | +30.8% | +15.0% |
| 3Y | +942.5% | -5.1% | +947.7% | +844.0% |
| All | +942.5% | -5.1% | +947.6% | +844.0% |
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