+2.2%
CTSH vs DKNG
+143.6%
-141.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.3% | -3.7% |
| 7D | -5.5% | +1.8% | -7.3% | -5.7% |
| 30D | +4.5% | -0.7% | +5.2% | +4.5% |
| 3M | +13.7% | -3.7% | +17.4% | +13.9% |
| 6M | -8.4% | -5.1% | -3.3% | -8.3% |
| YTD | -26.5% | -30.7% | +4.2% | -23.4% |
| 1Y | -13.9% | -48.5% | +34.5% | -6.9% |
| 3Y | -11.3% | -25.1% | +13.7% | -11.2% |
| 5Y | -14.8% | -62.3% | +47.5% | -12.6% |
| All | +2.2% | +143.6% | -141.4% | -39.5% |
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