+145.0%
DKNG vs CVE
+293.3%
-148.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | -4.9% | +2.5% | -7.5% | -5.5% |
| 30D | +10.3% | +16.7% | -6.4% | +6.7% |
| 3M | -5.4% | +9.3% | -14.6% | -7.5% |
| 6M | -5.6% | +43.6% | -49.2% | -13.3% |
| YTD | -30.3% | +93.6% | -123.9% | -40.2% |
| 1Y | -49.3% | +98.8% | -148.1% | -56.8% |
| 3Y | -19.0% | +73.6% | -92.6% | -30.4% |
| 5Y | -60.7% | +312.5% | -373.1% | -71.3% |
| All | +145.0% | +293.3% | -148.3% | +45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling