-46.1%
DKNG vs CMS
-2.9%
-43.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.3% |
| 7D | +3.0% | -1.9% | +5.0% | +3.0% |
| 30D | -3.0% | -4.1% | +1.1% | -3.1% |
| 3M | -17.6% | -7.1% | -10.5% | -17.1% |
| 6M | -3.2% | -10.1% | +6.8% | -3.3% |
| YTD | -28.2% | -1.7% | -26.5% | -27.9% |
| 1Y | -46.1% | -3.4% | -42.7% | -44.4% |
| All | -46.1% | -2.9% | -43.2% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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