-25.1%
DKNG vs CSGP
-63.8%
+38.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.3% | +0.1% |
| 7D | +1.8% | -5.1% | +7.0% | +3.8% |
| 30D | -0.7% | +0.3% | -1.0% | -1.1% |
| 3M | -3.7% | -9.1% | +5.5% | -0.9% |
| 6M | -5.1% | -37.3% | +32.2% | +10.9% |
| YTD | -30.7% | -54.9% | +24.1% | -9.7% |
| 1Y | -48.5% | -65.5% | +17.1% | -24.8% |
| 3Y | -25.1% | -63.3% | +38.2% | -2.9% |
| All | -25.1% | -63.8% | +38.7% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling