+141.4%
DKNG vs CTAS
+231.3%
-89.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.7% |
| 7D | -2.3% | +1.0% | -3.3% | -2.9% |
| 30D | -2.5% | -1.1% | -1.5% | -1.9% |
| 3M | -14.2% | +11.5% | -25.7% | -20.0% |
| 6M | -6.0% | +0.2% | -6.1% | -6.4% |
| YTD | -31.3% | +7.2% | -38.5% | -34.5% |
| 1Y | -48.5% | 0.0% | -48.5% | -49.0% |
| 3Y | -25.7% | +65.9% | -91.6% | -48.7% |
| 5Y | -62.8% | +109.6% | -172.4% | -77.4% |
| All | +141.4% | +231.3% | -89.9% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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