-19.2%
DKNG vs CG
-14.1%
-5.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.5% | +0.9% | +3.9% |
| 7D | +13.8% | +9.4% | +4.4% | +10.6% |
| 30D | +17.9% | +8.7% | +9.2% | +14.6% |
| 3M | -2.1% | -15.0% | +12.9% | +1.9% |
| 6M | -2.0% | -13.2% | +11.3% | +1.7% |
| YTD | -32.9% | -26.2% | -6.8% | -25.3% |
| 1Y | -19.2% | -14.1% | -5.1% | -19.3% |
| All | -19.2% | -14.1% | -5.2% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling