+2,205.0%
CTSH vs WYNN
+1,203.4%
+1,001.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -2.3% |
| 7D | -8.2% | -1.4% | -6.8% | -7.9% |
| 30D | +0.4% | -11.8% | +12.2% | +3.6% |
| 3M | +10.6% | -15.8% | +26.4% | +15.3% |
| 6M | -8.8% | -10.7% | +1.9% | -6.6% |
| YTD | -28.6% | -24.5% | -4.1% | -23.6% |
| 1Y | -15.9% | -25.0% | +9.1% | -10.4% |
| 3Y | -13.9% | -1.8% | -12.1% | -16.8% |
| 5Y | -17.1% | -10.0% | -7.1% | -21.9% |
| 10Y | +21.0% | +3.2% | +17.9% | -4.9% |
| All | +2,205.0% | +1,203.4% | +1,001.6% | +989.6% |
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