+89.9%
CVE vs WYNN
+120.3%
-30.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +2.5% | -3.9% | +6.4% | +4.0% |
| 30D | +16.7% | -9.3% | +26.0% | +20.9% |
| 3M | +9.3% | -11.4% | +20.7% | +13.8% |
| 6M | +43.6% | -11.0% | +54.6% | +47.6% |
| YTD | +93.6% | -23.4% | +117.0% | +110.3% |
| 1Y | +98.8% | -24.8% | +123.6% | +115.1% |
| 3Y | +73.6% | -7.1% | +80.7% | +66.6% |
| 5Y | +312.5% | -5.4% | +317.9% | +263.7% |
| 10Y | +161.0% | +11.5% | +149.6% | +98.7% |
| All | +89.9% | +120.3% | -30.4% | -11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling