-22.2%
DKNG vs CMI
+150.2%
-172.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +4.0% |
| 7D | +3.0% | -0.7% | +3.8% | +3.3% |
| 30D | -3.0% | -12.4% | +9.4% | +1.0% |
| 3M | -17.6% | -14.8% | -2.8% | -15.0% |
| 6M | -3.2% | +0.8% | -4.0% | -10.9% |
| YTD | -28.2% | +10.2% | -38.4% | -38.1% |
| 1Y | -46.1% | +37.4% | -83.5% | -59.7% |
| 3Y | -22.2% | +153.3% | -175.5% | -63.1% |
| All | -22.2% | +150.2% | -172.4% | -63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling