+346.2%
CVE vs WYNN
-10.4%
+356.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.4% |
| 7D | +2.0% | -1.4% | +3.4% | +2.3% |
| 30D | +13.2% | -11.8% | +24.9% | +16.8% |
| 3M | +21.7% | -15.8% | +37.5% | +26.9% |
| 6M | +48.4% | -10.7% | +59.1% | +51.0% |
| YTD | +100.1% | -24.5% | +124.6% | +113.3% |
| 1Y | +107.8% | -25.0% | +132.9% | +120.2% |
| 3Y | +76.9% | -1.8% | +78.7% | +67.9% |
| 5Y | +346.2% | -10.0% | +356.3% | +313.0% |
| All | +346.2% | -10.4% | +356.6% | +313.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling