+62.6%
CSGP vs WYNN
+13.3%
+49.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.3% |
| 7D | -7.1% | +3.6% | -10.7% | -7.9% |
| 30D | +3.6% | +13.9% | -10.3% | +0.7% |
| 3M | -2.7% | -18.3% | +15.6% | +1.5% |
| 6M | -8.0% | -13.6% | +5.6% | -5.2% |
| YTD | -55.0% | -28.5% | -26.5% | -51.8% |
| 1Y | -55.8% | -31.6% | -24.1% | -52.2% |
| 3Y | -62.0% | +3.0% | -65.0% | -63.3% |
| 5Y | -62.9% | -6.3% | -56.7% | -64.8% |
| 10Y | +62.6% | +13.0% | +49.6% | +37.8% |
| All | +62.6% | +13.3% | +49.3% | +37.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling