-66.7%
CPNG vs MOS
-22.8%
-43.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.4% |
| 7D | +11.7% | +19.7% | -8.0% | +6.8% |
| 30D | +3.8% | +21.5% | -17.7% | -1.2% |
| 3M | +1.2% | -0.4% | +1.6% | +0.5% |
| 6M | -3.3% | +4.5% | -7.8% | -5.5% |
| YTD | -30.4% | -2.9% | -27.5% | -31.9% |
| 1Y | -43.1% | -7.7% | -35.4% | -43.7% |
| 3Y | +8.2% | -25.6% | +33.9% | +10.4% |
| 5Y | -44.7% | -31.2% | -13.6% | -40.4% |
| All | -66.7% | -22.8% | -43.8% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling