+95.1%
DKNG vs CSGP
-52.2%
+147.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.1% | -2.3% |
| 7D | -18.7% | -6.1% | -12.6% | -15.4% |
| 30D | -3.0% | +0.3% | -3.4% | -4.0% |
| 3M | -25.0% | -1.3% | -23.7% | -25.5% |
| 6M | -22.3% | -8.9% | -13.4% | -19.8% |
| YTD | -44.5% | -55.2% | +10.7% | -17.0% |
| 1Y | -39.3% | -56.4% | +17.1% | -8.1% |
| 3Y | -45.4% | -62.2% | +16.8% | -14.6% |
| 5Y | -52.8% | -63.7% | +10.9% | -26.7% |
| All | +95.1% | -52.2% | +147.3% | +162.0% |
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