-59.1%
DKNG vs CNH
+8.8%
-67.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.8% | +4.1% |
| 7D | +3.0% | -5.7% | +8.7% | +5.3% |
| 30D | -3.0% | +26.6% | -29.6% | -12.0% |
| 3M | -17.6% | +31.1% | -48.7% | -26.8% |
| 6M | -3.2% | +24.9% | -28.1% | -14.1% |
| YTD | -28.2% | +48.7% | -76.9% | -42.0% |
| 1Y | -46.1% | +22.2% | -68.3% | -52.2% |
| 3Y | -22.2% | +7.4% | -29.6% | -29.2% |
| All | -59.1% | +8.8% | -67.9% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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