-50.2%
WYNN vs CLBK
+65.5%
-115.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -4.2% | -1.5% | -2.7% | -3.4% |
| 30D | -14.6% | -1.0% | -13.6% | -14.2% |
| 3M | -18.4% | +22.9% | -41.3% | -27.7% |
| 6M | -11.9% | +44.2% | -56.1% | -28.8% |
| YTD | -26.6% | +64.0% | -90.6% | -45.1% |
| 1Y | -28.5% | +65.7% | -94.2% | -47.2% |
| 3Y | -5.1% | +54.1% | -59.2% | -31.9% |
| 5Y | -10.5% | +44.7% | -55.2% | -43.1% |
| All | -50.2% | +65.5% | -115.7% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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