-69.2%
CPNG vs MOS
-25.7%
-43.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -6.8% | -2.0% | -4.8% | -6.3% |
| 30D | +5.5% | +15.3% | -9.8% | +1.7% |
| 3M | -6.8% | +1.5% | -8.2% | -7.7% |
| 6M | -4.8% | -2.0% | -2.9% | -5.5% |
| YTD | -35.6% | -6.5% | -29.1% | -36.4% |
| 1Y | -46.8% | -11.1% | -35.7% | -46.8% |
| 3Y | -0.8% | -30.3% | +29.5% | +2.9% |
| 5Y | -42.9% | -33.5% | -9.3% | -37.9% |
| All | -69.2% | -25.7% | -43.4% | -67.3% |
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