-62.3%
DKNG vs CVE
+327.8%
-390.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -1.3% |
| 7D | +1.8% | +0.2% | +1.7% | +1.8% |
| 30D | -0.7% | +17.5% | -18.2% | -5.1% |
| 3M | -3.7% | +16.2% | -19.9% | -8.1% |
| 6M | -5.1% | +47.8% | -52.8% | -16.2% |
| YTD | -30.7% | +98.5% | -129.2% | -44.4% |
| 1Y | -48.5% | +109.8% | -158.2% | -59.3% |
| 3Y | -25.1% | +75.5% | -100.5% | -39.7% |
| 5Y | -62.3% | +341.6% | -403.9% | -74.9% |
| All | -62.3% | +327.8% | -390.2% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling