+140.6%
CNP vs EPAM
+158.4%
-17.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +2.5% | -1.1% | +3.6% | +2.6% |
| 30D | +4.0% | +41.8% | -37.8% | -0.3% |
| 3M | +1.6% | +63.4% | -61.7% | -4.4% |
| 6M | -1.7% | +72.2% | -73.9% | -8.8% |
| YTD | +8.6% | -20.0% | +28.7% | +10.0% |
| 1Y | +5.8% | -9.0% | +14.9% | +5.2% |
| 3Y | +63.0% | -30.4% | +93.4% | +63.5% |
| 5Y | +74.7% | -75.6% | +150.3% | +105.1% |
| All | +140.6% | +158.4% | -17.9% | +50.8% |
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