+152.4%
DKNG vs CFG
+154.7%
-2.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +3.8% |
| 7D | +3.0% | -0.4% | +3.5% | +3.2% |
| 30D | -3.0% | -4.6% | +1.6% | -1.1% |
| 3M | -17.6% | +6.7% | -24.2% | -20.2% |
| 6M | -3.2% | +22.1% | -25.4% | -12.0% |
| YTD | -28.2% | +23.2% | -51.4% | -35.3% |
| 1Y | -46.1% | +40.3% | -86.3% | -54.0% |
| 3Y | -22.2% | +187.9% | -210.1% | -52.1% |
| 5Y | -60.4% | +102.0% | -162.4% | -72.0% |
| All | +152.4% | +154.7% | -2.2% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling