-48.7%
CCL vs DKNG
+152.4%
-201.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.3% | -3.1% | -0.5% |
| 7D | -3.2% | +3.0% | -6.3% | -4.4% |
| 30D | -17.8% | -3.0% | -14.8% | -17.0% |
| 3M | -18.7% | -17.6% | -1.1% | -13.4% |
| 6M | -11.4% | -3.2% | -8.2% | -13.0% |
| YTD | -24.3% | -28.2% | +3.9% | -17.0% |
| 1Y | -28.8% | -46.1% | +17.3% | -13.0% |
| 3Y | +49.3% | -22.2% | +71.5% | +49.4% |
| 5Y | +1.6% | -60.4% | +62.0% | +11.3% |
| All | -48.7% | +152.4% | -201.1% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DKNG.
Daily Out/Under-Performance
Portfolio return minus DKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKNG 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 DKNG 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