+145.0%
DKNG vs CSGP
-50.9%
+195.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +0.6% |
| 7D | -4.9% | -4.1% | -0.9% | -2.8% |
| 30D | +10.3% | +2.3% | +8.0% | +8.4% |
| 3M | -5.4% | -8.2% | +2.8% | -1.8% |
| 6M | -5.6% | -35.1% | +29.5% | +17.9% |
| YTD | -30.3% | -54.0% | +23.7% | +3.6% |
| 1Y | -49.3% | -65.3% | +16.0% | -11.6% |
| 3Y | -19.0% | -62.6% | +43.6% | +29.3% |
| 5Y | -60.7% | -64.8% | +4.2% | -37.8% |
| All | +145.0% | -50.9% | +195.9% | +227.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling