+141.4%
DKNG vs CSGP
-53.0%
+194.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | +0.5% |
| 7D | -2.3% | -5.4% | +3.1% | +0.7% |
| 30D | -2.5% | -6.0% | +3.5% | +0.4% |
| 3M | -14.2% | -12.8% | -1.4% | -8.5% |
| 6M | -6.0% | -38.9% | +32.9% | +21.5% |
| YTD | -31.3% | -56.0% | +24.7% | +4.5% |
| 1Y | -48.5% | -66.4% | +18.0% | -8.5% |
| 3Y | -25.7% | -64.2% | +38.5% | +21.5% |
| 5Y | -62.8% | -67.0% | +4.2% | -39.3% |
| All | +141.4% | -53.0% | +194.4% | +230.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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