-59.1%
DKNG vs CGNX
-25.4%
-33.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.1% | +0.2% | +3.1% |
| 7D | +3.0% | +3.2% | -0.1% | +2.1% |
| 30D | -3.0% | +6.0% | -9.0% | -5.0% |
| 3M | -17.6% | +3.5% | -21.1% | -19.9% |
| 6M | -3.2% | +26.3% | -29.5% | -13.3% |
| YTD | -28.2% | +79.2% | -107.5% | -46.2% |
| 1Y | -46.1% | +43.8% | -89.9% | -56.0% |
| 3Y | -22.2% | +52.0% | -74.1% | -42.4% |
| All | -59.1% | -25.4% | -33.7% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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