+307.7%
CNI vs EPAM
+751.2%
-443.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.5% | +0.5% |
| 7D | -2.1% | +2.0% | -4.0% | -2.4% |
| 30D | -3.3% | +6.5% | -9.8% | -4.4% |
| 3M | +3.8% | +19.9% | -16.1% | +0.5% |
| 6M | +12.7% | -16.9% | +29.6% | +14.6% |
| YTD | +26.3% | -42.9% | +69.1% | +34.7% |
| 1Y | +29.9% | -30.4% | +60.3% | +34.1% |
| 3Y | +15.9% | -54.7% | +70.7% | +24.5% |
| 5Y | +6.9% | -81.8% | +88.8% | +25.1% |
| 10Y | +126.8% | +65.5% | +61.3% | +79.9% |
| All | +307.7% | +751.2% | -443.5% | +181.6% |
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