-59.1%
DKNG vs CFG
+99.1%
-158.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +3.7% |
| 7D | +3.0% | -0.4% | +3.5% | +3.3% |
| 30D | -3.0% | -4.6% | +1.6% | -0.5% |
| 3M | -17.6% | +6.7% | -24.2% | -21.2% |
| 6M | -3.2% | +22.1% | -25.4% | -15.3% |
| YTD | -28.2% | +23.2% | -51.4% | -38.0% |
| 1Y | -46.1% | +40.3% | -86.3% | -57.0% |
| 3Y | -22.2% | +187.9% | -210.1% | -62.9% |
| All | -59.1% | +99.1% | -158.2% | -75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling