-62.0%
DKNG vs CMS
+22.8%
-84.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 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