-59.1%
DKNG vs CP
+34.9%
-93.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.1% |
| 7D | +3.0% | -2.6% | +5.6% | +4.8% |
| 30D | -3.0% | -3.7% | +0.7% | -0.6% |
| 3M | -17.6% | +0.1% | -17.7% | -17.7% |
| 6M | -3.2% | +7.8% | -11.1% | -8.7% |
| YTD | -28.2% | +21.7% | -49.9% | -38.0% |
| 1Y | -46.1% | +18.6% | -64.7% | -52.7% |
| 3Y | -22.2% | +17.5% | -39.7% | -33.2% |
| All | -59.1% | +34.9% | -93.9% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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