+91.7%
CNC vs EPAM
+63.0%
+28.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -4.9% | -2.2% | -2.7% | -4.6% |
| 30D | -3.8% | +17.8% | -21.5% | -6.1% |
| 3M | -3.2% | +19.9% | -23.1% | -6.4% |
| 6M | +47.9% | -21.6% | +69.5% | +52.0% |
| YTD | +55.7% | -44.0% | +99.7% | +67.2% |
| 1Y | +106.2% | -30.5% | +136.8% | +113.7% |
| 3Y | -2.1% | -56.8% | +54.7% | +6.0% |
| 5Y | +3.4% | -81.7% | +85.1% | +25.9% |
| 10Y | +91.7% | +68.4% | +23.2% | +5.5% |
| All | +91.7% | +63.0% | +28.6% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 EPAM 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