+216.7%
CTVA vs WYNN
-18.8%
+235.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -4.5% | -4.2% | -0.3% | -3.5% |
| 30D | +11.3% | -14.6% | +25.9% | +15.6% |
| 3M | +12.3% | -18.4% | +30.7% | +17.8% |
| 6M | +7.2% | -11.9% | +19.1% | +9.8% |
| YTD | +26.0% | -26.6% | +52.6% | +34.7% |
| 1Y | +16.0% | -28.5% | +44.6% | +24.0% |
| 3Y | +73.9% | -5.1% | +79.0% | +68.5% |
| 5Y | +103.8% | -10.5% | +114.3% | +90.9% |
| All | +216.7% | -18.8% | +235.5% | +170.9% |
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 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