+49.3%
CCL vs DKNG
-23.0%
+72.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.3% | -3.1% | -0.3% |
| 7D | -3.2% | +3.0% | -6.3% | -4.3% |
| 30D | -17.8% | -3.0% | -14.8% | -17.1% |
| 3M | -18.7% | -17.6% | -1.1% | -13.7% |
| 6M | -11.4% | -3.2% | -8.2% | -12.8% |
| YTD | -24.3% | -28.2% | +3.9% | -16.7% |
| 1Y | -28.8% | -46.1% | +17.3% | -12.3% |
| 3Y | +49.3% | -22.2% | +71.5% | +44.2% |
| All | +49.3% | -23.0% | +72.3% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling