+462.7%
CNC vs EPAM
+751.2%
-288.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +0.9% | -1.1% |
| 7D | +3.5% | +2.0% | +1.6% | +3.2% |
| 30D | +0.1% | +6.5% | -6.5% | -1.1% |
| 3M | +6.9% | +19.9% | -13.0% | +3.5% |
| 6M | +49.0% | -16.9% | +65.9% | +51.7% |
| YTD | +62.9% | -42.9% | +105.8% | +74.2% |
| 1Y | +134.0% | -30.4% | +164.4% | +142.3% |
| 3Y | +9.4% | -54.7% | +64.1% | +17.4% |
| 5Y | +4.1% | -81.8% | +86.0% | +22.6% |
| 10Y | +95.4% | +65.5% | +29.9% | +38.7% |
| All | +462.7% | +751.2% | -288.5% | +263.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling