+152.4%
DKNG vs CAG
-29.3%
+181.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.5% |
| 7D | +3.0% | -5.7% | +8.7% | +4.3% |
| 30D | -3.0% | -2.4% | -0.6% | -2.5% |
| 3M | -17.6% | +9.8% | -27.4% | -19.1% |
| 6M | -3.2% | -10.8% | +7.6% | -1.4% |
| YTD | -28.2% | -10.8% | -17.4% | -27.2% |
| 1Y | -46.1% | -19.0% | -27.1% | -44.4% |
| 3Y | -22.2% | -39.7% | +17.5% | -16.4% |
| 5Y | -60.4% | -43.0% | -17.4% | -57.8% |
| All | +152.4% | -29.3% | +181.8% | +142.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling