+65.8%
CVE vs WYNN
-31.1%
+96.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +1.0% |
| 7D | +5.9% | +2.3% | +3.6% | +6.3% |
| 30D | -10.9% | +15.4% | -26.2% | -9.1% |
| 3M | -4.5% | -16.7% | +12.2% | -4.8% |
| 6M | -1.0% | -11.1% | +10.2% | -0.8% |
| YTD | +74.7% | -28.8% | +103.5% | +78.3% |
| 1Y | +65.8% | -30.2% | +96.0% | +68.5% |
| All | +65.8% | -31.1% | +96.9% | +68.5% |
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