-52.0%
DKNG vs CSGP
-62.5%
+10.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -2.9% |
| 7D | +2.1% | +1.3% | +0.7% | +1.1% |
| 30D | -0.1% | +2.8% | -2.9% | -2.6% |
| 3M | -25.7% | -6.3% | -19.4% | -23.7% |
| 6M | -24.5% | -3.2% | -21.4% | -24.7% |
| YTD | -45.2% | -54.0% | +8.8% | -16.6% |
| 1Y | -36.4% | -54.8% | +18.4% | -2.3% |
| 3Y | -46.9% | -60.6% | +13.7% | -17.5% |
| All | -52.0% | -62.5% | +10.5% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling