+152.4%
DKNG vs CBRE
+163.7%
-11.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.5% | +3.4% |
| 7D | +3.0% | -5.0% | +8.0% | +5.6% |
| 30D | -3.0% | -4.7% | +1.7% | -0.7% |
| 3M | -17.6% | +6.5% | -24.1% | -20.2% |
| 6M | -3.2% | +6.1% | -9.3% | -6.7% |
| YTD | -28.2% | -12.6% | -15.6% | -24.6% |
| 1Y | -46.1% | -15.3% | -30.8% | -42.5% |
| 3Y | -22.2% | +64.6% | -86.8% | -41.6% |
| 5Y | -60.4% | +45.0% | -105.4% | -69.0% |
| All | +152.4% | +163.7% | -11.3% | +75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling