-37.5%
DKNG vs CAI
-9.9%
-27.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +4.1% |
| 7D | +3.0% | -2.9% | +6.0% | +3.5% |
| 30D | -3.0% | +9.3% | -12.4% | -4.5% |
| 3M | -17.6% | +35.2% | -52.8% | -21.5% |
| 6M | -3.2% | +30.7% | -34.0% | -8.4% |
| YTD | -28.2% | -9.8% | -18.4% | -29.4% |
| 1Y | -46.1% | -28.9% | -17.2% | -46.3% |
| All | -37.5% | -9.9% | -27.7% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling