+152.4%
DKNG vs CNP
+69.0%
+83.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.4% | +4.4% |
| 7D | +3.0% | -1.4% | +4.5% | +3.5% |
| 30D | -3.0% | -2.9% | -0.1% | -2.1% |
| 3M | -17.6% | -7.5% | -10.1% | -15.4% |
| 6M | -3.2% | -7.9% | +4.6% | -0.8% |
| YTD | -28.2% | +3.7% | -32.0% | -29.7% |
| 1Y | -46.1% | +4.6% | -50.7% | -47.4% |
| 3Y | -22.2% | +49.1% | -71.3% | -34.6% |
| 5Y | -60.4% | +69.2% | -129.6% | -68.3% |
| All | +152.4% | +69.0% | +83.4% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling