+3,015.3%
CVNA vs WYNN
-21.9%
+3,037.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.1% |
| 7D | -7.3% | -4.2% | -3.1% | -4.9% |
| 30D | -4.6% | -14.6% | +10.0% | +4.4% |
| 3M | +2.0% | -18.4% | +20.4% | +13.9% |
| 6M | +11.7% | -11.9% | +23.7% | +19.4% |
| YTD | -18.1% | -26.6% | +8.5% | -3.1% |
| 1Y | -2.4% | -28.5% | +26.1% | +16.9% |
| 3Y | +580.6% | -5.1% | +585.7% | +577.0% |
| 5Y | +4.9% | -10.5% | +15.4% | +3.8% |
| All | +3,015.3% | -21.9% | +3,037.3% | +2,739.2% |
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