+141.9%
DKNG vs CAG
-28.8%
+170.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.8% |
| 7D | -2.0% | -5.9% | +3.9% | -0.8% |
| 30D | -6.4% | -1.5% | -4.9% | -6.1% |
| 3M | -17.6% | +11.5% | -29.1% | -19.3% |
| 6M | -5.7% | -15.7% | +10.0% | -3.0% |
| YTD | -31.2% | -10.2% | -21.0% | -30.3% |
| 1Y | -48.1% | -18.1% | -30.0% | -46.6% |
| 3Y | -25.6% | -39.4% | +13.8% | -20.1% |
| 5Y | -62.0% | -42.6% | -19.5% | -59.6% |
| All | +141.9% | -28.8% | +170.8% | +132.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling