+106.3%
CNH vs EPAM
+158.4%
-52.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.6% | -4.8% | -4.3% |
| 7D | +6.4% | -1.1% | +7.5% | +6.5% |
| 30D | -1.6% | +41.8% | -43.5% | -9.8% |
| 3M | +11.6% | +63.4% | -51.8% | -1.1% |
| 6M | +12.5% | +72.2% | -59.7% | -3.1% |
| YTD | +31.1% | -20.0% | +51.1% | +33.6% |
| 1Y | +17.0% | -9.0% | +26.0% | +15.4% |
| 3Y | +28.7% | -30.4% | +59.1% | +29.9% |
| 5Y | -17.4% | -75.6% | +58.2% | +3.8% |
| All | +106.3% | +158.4% | -52.2% | +8.2% |
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