+132.8%
CMG vs DKNG
+152.4%
-19.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.2% | -0.7% |
| 7D | -2.1% | +3.0% | -5.1% | -2.6% |
| 30D | +10.9% | -3.0% | +13.9% | +11.5% |
| 3M | +15.8% | -17.6% | +33.4% | +19.5% |
| 6M | +6.9% | -3.2% | +10.2% | +6.2% |
| YTD | -2.2% | -28.2% | +26.0% | +2.6% |
| 1Y | -7.1% | -46.1% | +39.0% | +2.6% |
| 3Y | -7.1% | -22.2% | +15.1% | -7.5% |
| 5Y | -4.8% | -60.4% | +55.6% | -4.8% |
| All | +132.8% | +152.4% | -19.7% | +58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling