-66.4%
CSGP vs WYNN
-25.4%
-41.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -1.9% |
| 7D | -5.4% | -1.4% | -4.0% | -5.0% |
| 30D | -6.0% | -11.8% | +5.7% | -2.8% |
| 3M | -12.8% | -15.8% | +3.0% | -8.8% |
| 6M | -38.9% | -10.7% | -28.2% | -37.1% |
| YTD | -56.0% | -24.5% | -31.5% | -53.3% |
| 1Y | -66.4% | -25.0% | -41.4% | -64.7% |
| All | -66.4% | -25.4% | -41.0% | -64.7% |
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