+28.0%
CNH vs EPAM
-32.1%
+60.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +4.0% |
| 7D | +23.3% | +2.0% | +21.3% | +23.3% |
| 30D | +33.5% | +6.5% | +26.9% | +33.5% |
| 3M | +32.7% | +19.9% | +12.8% | +34.0% |
| 6M | +22.2% | -16.9% | +39.1% | +22.9% |
| YTD | +57.7% | -42.9% | +100.6% | +62.3% |
| 1Y | +28.0% | -30.4% | +58.4% | +27.8% |
| All | +28.0% | -32.1% | +60.1% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling