+152.4%
DKNG vs CPRT
+51.2%
+101.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.6% | +6.9% | +6.3% |
| 7D | +3.0% | -11.2% | +14.2% | +12.2% |
| 30D | -3.0% | +3.3% | -6.3% | -6.1% |
| 3M | -17.6% | -3.6% | -14.0% | -16.5% |
| 6M | -3.2% | -15.8% | +12.5% | +8.1% |
| YTD | -28.2% | -23.5% | -4.7% | -14.3% |
| 1Y | -46.1% | -38.8% | -7.3% | -23.8% |
| 3Y | -22.2% | -33.4% | +11.3% | -0.9% |
| 5Y | -60.4% | -16.4% | -44.0% | -58.8% |
| All | +152.4% | +51.2% | +101.3% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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