+323.9%
CNI vs EPAM
+1,084.1%
-760.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | -1.1% | +18.5% | -19.6% | -3.7% |
| 30D | +7.6% | +44.0% | -36.4% | +1.8% |
| 3M | +1.6% | +63.0% | -61.4% | -5.8% |
| 6M | +16.6% | +67.3% | -50.7% | +6.9% |
| YTD | +31.3% | -20.5% | +51.8% | +32.9% |
| 1Y | +35.2% | -9.6% | +44.8% | +34.2% |
| 3Y | +21.5% | -30.8% | +52.3% | +22.2% |
| 5Y | +8.5% | -75.6% | +84.1% | +21.6% |
| 10Y | +142.9% | +159.6% | -16.7% | +80.7% |
| All | +323.9% | +1,084.1% | -760.3% | +177.9% |
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