-14.4%
CTSH vs WYNN
-11.0%
-3.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.1% |
| 7D | -3.7% | -4.2% | +0.5% | -2.7% |
| 30D | +3.7% | -14.6% | +18.3% | +7.6% |
| 3M | +17.9% | -18.4% | +36.3% | +23.5% |
| 6M | -2.6% | -11.9% | +9.3% | -0.2% |
| YTD | -26.4% | -26.6% | +0.2% | -21.2% |
| 1Y | -13.0% | -28.5% | +15.5% | -6.8% |
| 3Y | -11.2% | -5.1% | -6.1% | -13.7% |
| All | -14.4% | -11.0% | -3.4% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling