-62.3%
DKNG vs CSGP
-65.4%
+3.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.3% | +0.5% |
| 7D | +1.8% | -5.1% | +7.0% | +4.9% |
| 30D | -0.7% | +0.3% | -1.0% | -1.5% |
| 3M | -3.7% | -9.1% | +5.5% | +0.7% |
| 6M | -5.1% | -37.3% | +32.2% | +22.8% |
| YTD | -30.7% | -54.9% | +24.1% | +7.2% |
| 1Y | -48.5% | -65.5% | +17.1% | -5.2% |
| 3Y | -25.1% | -63.3% | +38.2% | +24.1% |
| 5Y | -62.3% | -65.8% | +3.4% | -49.1% |
| All | -62.3% | -65.4% | +3.0% | -49.1% |
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