+1,338.6%
CRH vs WYNN
+1,166.9%
+171.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | -6.1% | -4.2% | -1.9% | -5.0% |
| 30D | -9.3% | -14.6% | +5.3% | -5.4% |
| 3M | -15.2% | -18.4% | +3.2% | -10.6% |
| 6M | -14.2% | -11.9% | -2.3% | -11.4% |
| YTD | -28.3% | -26.6% | -1.7% | -22.3% |
| 1Y | -21.8% | -28.5% | +6.8% | -15.1% |
| 3Y | +71.6% | -5.1% | +76.7% | +69.2% |
| 5Y | +96.6% | -10.5% | +107.1% | +88.2% |
| 10Y | +253.8% | +0.3% | +253.6% | +189.0% |
| All | +1,338.6% | +1,166.9% | +171.7% | +596.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling