+174.6%
CVE vs WYNN
+1.1%
+173.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +2.3% | -4.2% | +6.5% | +4.0% |
| 30D | +9.7% | -14.6% | +24.4% | +16.7% |
| 3M | +16.9% | -18.4% | +35.3% | +26.3% |
| 6M | +41.4% | -11.9% | +53.3% | +46.1% |
| YTD | +98.0% | -26.6% | +124.6% | +119.9% |
| 1Y | +98.2% | -28.5% | +126.8% | +119.9% |
| 3Y | +77.9% | -5.1% | +83.0% | +68.0% |
| 5Y | +341.6% | -10.5% | +352.1% | +293.7% |
| All | +174.6% | +1.1% | +173.5% | +125.8% |
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 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