+143.6%
DKNG vs CFG
+152.9%
-9.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.1% |
| 7D | +1.8% | +2.7% | -0.9% | +0.7% |
| 30D | -0.7% | -3.7% | +3.0% | +0.8% |
| 3M | -3.7% | +9.5% | -13.1% | -7.7% |
| 6M | -5.1% | +22.2% | -27.3% | -13.8% |
| YTD | -30.7% | +22.3% | -53.1% | -37.4% |
| 1Y | -48.5% | +39.4% | -87.9% | -56.0% |
| 3Y | -25.1% | +188.5% | -213.5% | -53.9% |
| 5Y | -62.3% | +101.5% | -163.9% | -73.3% |
| All | +143.6% | +152.9% | -9.3% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling