+73.2%
CVE vs WYNN
-32.5%
+105.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +6.1% | -13.7% | -6.8% |
| 7D | -12.1% | +15.4% | -27.5% | -10.7% |
| 30D | -9.8% | +6.8% | -16.5% | -8.8% |
| 3M | -0.7% | -15.4% | +14.7% | -0.8% |
| 6M | -4.3% | -20.0% | +15.6% | -4.4% |
| YTD | +70.6% | -31.0% | +101.6% | +74.5% |
| 1Y | +73.2% | -31.5% | +104.6% | +76.8% |
| All | +73.2% | -32.5% | +105.6% | +76.8% |
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