-61.7%
CSGP vs WYNN
+0.4%
-62.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | +0.2% |
| 7D | -6.1% | +4.7% | -10.7% | -7.3% |
| 30D | +0.3% | +9.7% | -9.3% | -2.1% |
| 3M | -1.3% | -19.2% | +17.9% | +3.3% |
| 6M | -8.9% | -14.2% | +5.3% | -6.0% |
| YTD | -55.2% | -30.5% | -24.7% | -51.8% |
| 1Y | -56.4% | -33.0% | -23.4% | -52.8% |
| All | -61.7% | +0.4% | -62.1% | -65.7% |
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 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