-25.4%
DKNG vs CFG
+183.3%
-208.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -2.0% | -1.7% | -0.3% | -1.2% |
| 30D | -6.4% | -4.6% | -1.8% | -4.6% |
| 3M | -17.6% | +7.9% | -25.5% | -21.0% |
| 6M | -5.7% | +19.9% | -25.5% | -14.6% |
| YTD | -31.2% | +21.7% | -52.9% | -38.5% |
| 1Y | -48.1% | +38.4% | -86.5% | -56.6% |
| All | -25.4% | +183.3% | -208.7% | -59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling