+1,202.4%
WYNN vs CRL
+611.0%
+591.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.8% |
| 7D | -1.4% | -4.6% | +3.2% | +0.5% |
| 30D | -11.8% | +0.5% | -12.2% | -12.1% |
| 3M | -15.8% | +46.6% | -62.4% | -29.2% |
| 6M | -10.7% | +57.3% | -68.0% | -28.3% |
| YTD | -24.5% | +39.5% | -64.0% | -36.5% |
| 1Y | -25.0% | +76.9% | -101.9% | -43.9% |
| 3Y | -1.8% | +39.4% | -41.1% | -25.3% |
| 5Y | -10.0% | -37.2% | +27.1% | -5.1% |
| 10Y | +3.2% | +253.4% | -250.3% | -54.4% |
| All | +1,202.4% | +611.0% | +591.4% | +290.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling