+122.5%
CRWV vs WYNN
+4.0%
+118.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.3% |
| 7D | -0.4% | -4.2% | +3.8% | +2.0% |
| 30D | -17.4% | -14.6% | -2.8% | -10.2% |
| 3M | -7.1% | -18.4% | +11.4% | +3.1% |
| 6M | +8.6% | -11.9% | +20.5% | +15.4% |
| YTD | +24.3% | -26.6% | +50.9% | +44.9% |
| 1Y | -21.0% | -28.5% | +7.5% | -8.2% |
| All | +122.5% | +4.0% | +118.5% | +82.5% |
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