-3.1%
CMG vs DKNG
-60.7%
+57.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.2% | -0.7% |
| 7D | -2.1% | +3.0% | -5.1% | -2.7% |
| 30D | +10.9% | -3.0% | +13.9% | +11.5% |
| 3M | +15.8% | -17.6% | +33.4% | +19.8% |
| 6M | +6.9% | -3.2% | +10.2% | +6.2% |
| YTD | -2.2% | -28.2% | +26.0% | +2.9% |
| 1Y | -7.1% | -46.1% | +39.0% | +3.2% |
| 3Y | -7.1% | -22.2% | +15.1% | -7.7% |
| All | -3.1% | -60.7% | +57.6% | -9.2% |
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 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