+26.9%
CIFR vs DKNG
-60.7%
+87.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.3% | +1.4% | +3.5% |
| 7D | -5.0% | +3.0% | -8.1% | -6.4% |
| 30D | -5.7% | -3.0% | -2.7% | -4.8% |
| 3M | -25.5% | -17.6% | -8.0% | -20.4% |
| 6M | +19.4% | -3.2% | +22.7% | +13.6% |
| YTD | +14.2% | -28.2% | +42.4% | +26.3% |
| 1Y | +69.0% | -46.1% | +115.1% | +114.2% |
| 3Y | +503.9% | -22.2% | +526.1% | +517.8% |
| All | +26.9% | -60.7% | +87.6% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling