+152.4%
DKNG vs CVE
+302.3%
-149.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.5% |
| 7D | +3.0% | +2.3% | +0.8% | +2.5% |
| 30D | -3.0% | +9.7% | -12.8% | -5.0% |
| 3M | -17.6% | +16.9% | -34.5% | -20.5% |
| 6M | -3.2% | +41.4% | -44.6% | -10.8% |
| YTD | -28.2% | +98.0% | -126.2% | -38.7% |
| 1Y | -46.1% | +98.2% | -144.3% | -53.9% |
| 3Y | -22.2% | +77.9% | -100.1% | -33.5% |
| 5Y | -60.4% | +341.6% | -402.0% | -71.5% |
| All | +152.4% | +302.3% | -149.9% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling