+143.6%
DKNG vs CMS
+47.5%
+96.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +1.8% | +1.2% | +0.6% | +1.6% |
| 30D | -0.7% | -3.2% | +2.5% | -0.1% |
| 3M | -3.7% | -2.2% | -1.5% | -3.2% |
| 6M | -5.1% | -9.4% | +4.3% | -3.3% |
| YTD | -30.7% | +0.7% | -31.4% | -31.1% |
| 1Y | -48.5% | +0.4% | -48.8% | -48.7% |
| 3Y | -25.1% | +35.2% | -60.2% | -32.1% |
| 5Y | -62.3% | +24.1% | -86.5% | -65.7% |
| All | +143.6% | +47.5% | +96.1% | +120.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling