+97.9%
CVE vs WYNN
-26.8%
+124.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.4% |
| 7D | +1.6% | -3.4% | +5.1% | +1.6% |
| 30D | +11.7% | -15.4% | +27.1% | +11.4% |
| 3M | +18.2% | -15.8% | +34.0% | +18.0% |
| 6M | +48.8% | -13.5% | +62.3% | +48.5% |
| YTD | +99.4% | -26.0% | +125.4% | +103.0% |
| 1Y | +97.9% | -27.4% | +125.2% | +100.8% |
| All | +97.9% | -26.8% | +124.7% | +100.8% |
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