-22.2%
DKNG vs CBRE
+64.1%
-86.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.5% | +3.4% |
| 7D | +3.0% | -5.0% | +8.0% | +5.7% |
| 30D | -3.0% | -4.7% | +1.7% | -0.6% |
| 3M | -17.6% | +6.5% | -24.1% | -20.3% |
| 6M | -3.2% | +6.1% | -9.3% | -6.9% |
| YTD | -28.2% | -12.6% | -15.6% | -24.2% |
| 1Y | -46.1% | -15.3% | -30.8% | -42.1% |
| 3Y | -22.2% | +64.6% | -86.8% | -50.2% |
| All | -22.2% | +64.1% | -86.3% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 3y: compounded portfolio wealth divided by compounded CBRE 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…
3y analysis · Full analysis span regression · 6 months rolling