+33.0%
DKNG vs CRBG
+117.3%
-84.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +2.9% | +3.7% |
| 7D | +3.0% | +0.6% | +2.5% | +2.8% |
| 30D | -3.0% | +2.6% | -5.7% | -4.3% |
| 3M | -17.6% | +24.0% | -41.6% | -26.5% |
| 6M | -3.2% | +50.5% | -53.8% | -22.6% |
| YTD | -28.2% | +17.1% | -45.3% | -34.9% |
| 1Y | -46.1% | +5.9% | -51.9% | -48.5% |
| 3Y | -22.2% | +122.7% | -144.9% | -54.0% |
| All | +33.0% | +117.3% | -84.3% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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