+68.0%
CNH vs EPAM
+237.7%
-169.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +4.6% |
| 7D | +23.3% | +2.0% | +21.3% | +22.7% |
| 30D | +33.5% | +6.5% | +26.9% | +31.0% |
| 3M | +32.7% | +19.9% | +12.8% | +26.1% |
| 6M | +22.2% | -16.9% | +39.1% | +25.1% |
| YTD | +57.7% | -42.9% | +100.6% | +74.1% |
| 1Y | +28.0% | -30.4% | +58.4% | +34.1% |
| 3Y | +11.5% | -54.7% | +66.3% | +24.8% |
| 5Y | +11.9% | -81.8% | +93.7% | +43.8% |
| 10Y | +162.8% | +65.5% | +97.3% | +78.3% |
| All | +68.0% | +237.7% | -169.7% | -1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling