+105.1%
CTVA vs WYNN
-11.0%
+116.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -4.5% | -4.2% | -0.3% | -3.8% |
| 30D | +11.3% | -14.6% | +25.9% | +14.4% |
| 3M | +12.3% | -18.4% | +30.7% | +16.3% |
| 6M | +7.2% | -11.9% | +19.1% | +9.1% |
| YTD | +26.0% | -26.6% | +52.6% | +32.4% |
| 1Y | +16.0% | -28.5% | +44.6% | +21.9% |
| 3Y | +73.9% | -5.1% | +79.0% | +69.0% |
| All | +105.1% | -11.0% | +116.1% | +96.0% |
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