-11.2%
CRM vs WYNN
-34.2%
+23.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.7% | +1.6% | -1.7% |
| 7D | -3.7% | +6.9% | -10.6% | -4.2% |
| 30D | -1.1% | +3.5% | -4.7% | -1.4% |
| 3M | +15.5% | -21.4% | +36.8% | +17.8% |
| 6M | +19.5% | -25.0% | +44.4% | +22.6% |
| YTD | -15.5% | -33.6% | +18.1% | -12.3% |
| 1Y | -11.2% | -36.0% | +24.8% | -8.0% |
| All | -11.2% | -34.2% | +23.0% | -8.0% |
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 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