Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • DKNG vs CMS✓SelectedUSD · CMSDKNG vs CMS performance historyLatest closeAs of+0.21%09/10
Stock and ETF performance explorer

DKNG vs CMS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-62.0%
CMS return
+22.8%
Excess return
-84.9%
Maximum drawdown
-83.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioCMSExcessAlpha
1D+0.2%-0.7%+0.9%+0.2%
7D-2.0%-1.3%-0.7%-1.9%
30D-6.4%-2.8%-3.6%-6.3%
3M-17.6%-7.1%-10.5%-17.4%
6M-5.7%-10.0%+4.4%-5.3%
YTD-31.2%-0.9%-30.3%-31.2%
1Y-48.1%-2.0%-46.1%-48.0%
3Y-25.6%+33.0%-58.5%-28.8%
5Y-62.0%+24.3%-86.3%-63.2%
All-62.0%+22.8%-84.9%-63.2%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling