+148.6%
CVE vs WYNN
+13.3%
+135.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | -0.3% |
| 7D | +5.9% | +2.3% | +3.6% | +4.8% |
| 30D | -10.9% | +15.4% | -26.2% | -16.5% |
| 3M | -4.5% | -16.7% | +12.2% | +1.6% |
| 6M | -1.0% | -11.1% | +10.2% | +1.9% |
| YTD | +74.7% | -28.8% | +103.5% | +94.6% |
| 1Y | +65.8% | -30.2% | +96.0% | +85.5% |
| 3Y | +73.2% | +3.8% | +69.4% | +56.3% |
| 5Y | +155.6% | -6.2% | +161.8% | +121.7% |
| All | +148.6% | +13.3% | +135.3% | +98.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling