+97.6%
DKNG vs CVE
+237.8%
-140.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.5% |
| 7D | -11.7% | -10.0% | -1.7% | -10.0% |
| 30D | -1.1% | -11.9% | +10.7% | +1.0% |
| 3M | -20.2% | -5.9% | -14.3% | -19.8% |
| 6M | -24.1% | -1.6% | -22.6% | -24.8% |
| YTD | -43.8% | +66.3% | -110.1% | -50.5% |
| 1Y | -36.6% | +57.5% | -94.1% | -43.6% |
| 3Y | -44.7% | +65.4% | -110.2% | -52.2% |
| 5Y | -52.9% | +144.2% | -197.0% | -62.5% |
| All | +97.6% | +237.8% | -140.3% | +20.5% |
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