+124.0%
CNH vs EPAM
+163.7%
-39.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.6% | +12.5% | +11.2% |
| 7D | +8.6% | +9.1% | -0.5% | +5.8% |
| 30D | +12.6% | +38.5% | -25.9% | +3.9% |
| 3M | +17.5% | +61.0% | -43.4% | +4.5% |
| 6M | +18.1% | +58.0% | -39.9% | +3.8% |
| YTD | +40.4% | -23.5% | +63.8% | +44.6% |
| 1Y | +34.0% | -10.5% | +44.5% | +32.5% |
| 3Y | +35.3% | -33.8% | +69.1% | +38.2% |
| 5Y | -5.1% | -78.1% | +73.0% | +23.7% |
| 10Y | +124.0% | +157.7% | -33.7% | +19.0% |
| All | +124.0% | +163.7% | -39.7% | +19.0% |
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