-17.6%
CNH vs EPAM
-75.7%
+58.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +3.0% | +2.4% | +0.6% | +2.6% |
| 30D | -0.6% | +42.3% | -42.9% | -6.0% |
| 3M | +14.6% | +60.7% | -46.0% | +6.3% |
| 6M | +11.8% | +80.5% | -68.7% | +0.7% |
| YTD | +30.4% | -20.4% | +50.8% | +33.3% |
| 1Y | +19.1% | -9.6% | +28.7% | +18.9% |
| 3Y | +30.2% | -30.5% | +60.7% | +31.7% |
| All | -17.6% | -75.7% | +58.1% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling