+139.8%
CNP vs EPAM
+163.7%
-23.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +1.9% | +0.5% |
| 7D | -4.3% | +9.1% | -13.4% | -5.5% |
| 30D | +5.7% | +38.5% | -32.8% | +1.6% |
| 3M | +0.9% | +61.0% | -60.0% | -4.9% |
| 6M | -1.1% | +58.0% | -59.1% | -7.2% |
| YTD | +8.3% | -23.5% | +31.7% | +10.1% |
| 1Y | +5.9% | -10.5% | +16.4% | +5.4% |
| 3Y | +64.6% | -33.8% | +98.5% | +66.1% |
| 5Y | +74.6% | -78.1% | +152.7% | +110.4% |
| 10Y | +139.8% | +157.7% | -17.9% | +53.8% |
| All | +139.8% | +163.7% | -23.8% | +53.8% |
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