-69.3%
CPNG vs MOH
-9.2%
-60.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.0% | +1.1% | +3.0% |
| 7D | -1.1% | +1.7% | -2.8% | -1.2% |
| 30D | -7.4% | -0.9% | -6.5% | -7.3% |
| 3M | -12.3% | +5.7% | -18.1% | -12.6% |
| 6M | -19.4% | +39.1% | -58.6% | -21.0% |
| YTD | -35.9% | +17.7% | -53.6% | -36.9% |
| 1Y | -53.4% | +8.4% | -61.8% | -54.0% |
| 3Y | -20.0% | -36.6% | +16.6% | -19.7% |
| 5Y | -49.6% | -19.1% | -30.5% | -51.1% |
| All | -69.3% | -9.2% | -60.1% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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