+1,691.9%
CSGP vs WYNN
+1,222.3%
+469.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -4.1% | -3.9% | -0.2% | -3.2% |
| 30D | +2.3% | -9.3% | +11.6% | +4.6% |
| 3M | -8.2% | -11.4% | +3.3% | -5.6% |
| 6M | -35.1% | -11.0% | -24.1% | -33.4% |
| YTD | -54.0% | -23.4% | -30.7% | -51.2% |
| 1Y | -65.3% | -24.8% | -40.5% | -63.2% |
| 3Y | -62.6% | -7.1% | -55.4% | -63.2% |
| 5Y | -64.8% | -5.4% | -59.4% | -66.9% |
| 10Y | +45.1% | +11.5% | +33.6% | +13.5% |
| All | +1,691.9% | +1,222.3% | +469.5% | +693.7% |
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 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