-5.1%
WYNN vs CRL
+256.1%
-261.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.6% |
| 7D | -4.2% | -3.5% | -0.6% | -2.8% |
| 30D | -14.6% | -2.1% | -12.5% | -14.0% |
| 3M | -18.4% | +48.0% | -66.4% | -31.0% |
| 6M | -11.9% | +64.7% | -76.7% | -29.7% |
| YTD | -26.6% | +39.5% | -66.1% | -37.6% |
| 1Y | -28.5% | +74.2% | -102.7% | -45.3% |
| 3Y | -5.1% | +39.4% | -44.5% | -26.9% |
| 5Y | -10.5% | -36.9% | +26.4% | -0.2% |
| All | -5.1% | +256.1% | -261.2% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling