+79.8%
CVE vs WYNN
-2.3%
+82.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.3% |
| 7D | +2.0% | -1.4% | +3.4% | +2.3% |
| 30D | +13.2% | -11.8% | +24.9% | +16.4% |
| 3M | +21.7% | -15.8% | +37.5% | +26.4% |
| 6M | +48.4% | -10.7% | +59.1% | +50.6% |
| YTD | +100.1% | -24.5% | +124.6% | +113.3% |
| 1Y | +107.8% | -25.0% | +132.9% | +119.7% |
| All | +79.8% | -2.3% | +82.1% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling