-19.2%
DKNG vs CMI
+10.9%
-30.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -5.8% | +11.1% | +4.8% |
| 7D | +13.8% | -11.2% | +25.0% | +12.7% |
| 30D | +17.9% | -9.8% | +27.8% | +16.9% |
| 3M | -2.1% | -25.5% | +23.4% | -4.6% |
| 6M | -2.0% | -27.7% | +25.7% | -6.6% |
| YTD | -32.9% | -6.6% | -26.3% | -42.3% |
| 1Y | -19.2% | +11.7% | -30.9% | -37.2% |
| All | -19.2% | +10.9% | -30.1% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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