-46.1%
DKNG vs CAI
-26.7%
-19.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +4.1% |
| 7D | +3.0% | -2.9% | +6.0% | +3.6% |
| 30D | -3.0% | +9.3% | -12.4% | -4.6% |
| 3M | -17.6% | +35.2% | -52.8% | -22.0% |
| 6M | -3.2% | +30.7% | -34.0% | -9.1% |
| YTD | -28.2% | -9.8% | -18.4% | -29.5% |
| 1Y | -46.1% | -28.9% | -17.2% | -46.9% |
| All | -46.1% | -26.7% | -19.3% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling