+92.8%
DKNG vs CVE
+255.0%
-162.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | +2.1% | +5.9% | -3.9% | +0.9% |
| 30D | -0.1% | -10.9% | +10.8% | +1.9% |
| 3M | -25.7% | -4.5% | -21.2% | -25.5% |
| 6M | -24.5% | -1.0% | -23.6% | -25.2% |
| YTD | -45.2% | +74.7% | -119.9% | -52.2% |
| 1Y | -36.4% | +65.8% | -102.2% | -44.0% |
| 3Y | -46.9% | +73.2% | -120.1% | -54.5% |
| 5Y | -53.4% | +155.6% | -209.0% | -63.2% |
| All | +92.8% | +255.0% | -162.3% | +16.5% |
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 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