-62.8%
DKNG vs CF
+247.6%
-310.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.3% |
| 7D | -2.3% | -0.8% | -1.4% | -2.2% |
| 30D | -2.5% | +14.3% | -16.8% | -4.7% |
| 3M | -14.2% | +27.9% | -42.1% | -18.0% |
| 6M | -6.0% | +25.5% | -31.5% | -11.0% |
| YTD | -31.3% | +81.2% | -112.5% | -40.0% |
| 1Y | -48.5% | +66.5% | -115.0% | -54.2% |
| 3Y | -25.7% | +76.7% | -102.4% | -36.6% |
| 5Y | -62.8% | +237.8% | -300.7% | -78.8% |
| All | -62.8% | +247.6% | -310.5% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 5y: compounded portfolio wealth divided by compounded CF 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…
5y analysis · Full analysis span regression · 6 months rolling