-13.0%
CTSH vs WYNN
-28.3%
+15.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.1% |
| 7D | -3.7% | -4.2% | +0.5% | -2.8% |
| 30D | +3.7% | -14.6% | +18.3% | +7.2% |
| 3M | +17.9% | -18.4% | +36.3% | +23.4% |
| 6M | -2.6% | -11.9% | +9.3% | -0.5% |
| YTD | -26.4% | -26.6% | +0.2% | -21.7% |
| 1Y | -13.0% | -28.5% | +15.5% | -7.9% |
| All | -13.0% | -28.3% | +15.3% | -7.9% |
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