-63.3%
CSGP vs WYNN
+0.1%
-63.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.6% | -2.0% |
| 7D | -5.1% | +1.8% | -6.9% | -5.5% |
| 30D | +0.3% | -9.8% | +10.2% | +2.7% |
| 3M | -9.1% | -11.8% | +2.7% | -6.6% |
| 6M | -37.3% | -8.8% | -28.5% | -36.1% |
| YTD | -54.9% | -22.8% | -32.1% | -52.4% |
| 1Y | -65.5% | -24.1% | -41.4% | -63.8% |
| 3Y | -63.3% | +0.4% | -63.7% | -65.5% |
| All | -63.3% | +0.1% | -63.4% | -65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling