+106.3%
CNH vs EPAM
+168.6%
-62.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.7% | -9.0% | -5.4% |
| 7D | +4.5% | +18.8% | -14.3% | -0.1% |
| 30D | +7.6% | +44.9% | -37.3% | -1.7% |
| 3M | +17.0% | +68.6% | -51.6% | +3.0% |
| 6M | +12.9% | +65.4% | -52.5% | -1.8% |
| YTD | +34.3% | -19.9% | +54.1% | +36.8% |
| 1Y | +28.5% | -10.0% | +38.6% | +27.1% |
| 3Y | +31.9% | -30.3% | +62.1% | +33.0% |
| 5Y | -9.6% | -75.7% | +66.1% | +13.8% |
| 10Y | +106.3% | +167.2% | -60.9% | +9.4% |
| All | +106.3% | +168.6% | -62.4% | +9.4% |
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