-69.0%
CPNG vs MOS
-13.1%
-55.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.8% |
| 7D | -7.4% | +9.5% | -17.0% | -9.5% |
| 30D | -4.4% | +10.4% | -14.9% | -6.8% |
| 3M | -7.5% | +12.9% | -20.4% | -10.7% |
| 6M | -19.9% | +1.2% | -21.2% | -21.6% |
| YTD | -35.2% | +9.3% | -44.5% | -37.9% |
| 1Y | -46.8% | -18.0% | -28.8% | -45.3% |
| 3Y | -20.2% | -29.0% | +8.9% | -17.0% |
| 5Y | -48.4% | -9.6% | -38.8% | -47.5% |
| All | -69.0% | -13.1% | -55.8% | -68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling