+5.6%
CNP vs EPAM
-10.0%
+15.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | -0.1% | +18.5% | -18.6% | +1.1% |
| 30D | +5.0% | +44.0% | -39.0% | +7.6% |
| 3M | +2.7% | +63.0% | -60.3% | +5.9% |
| 6M | -1.9% | +67.3% | -69.1% | +1.4% |
| YTD | +8.8% | -20.5% | +29.3% | +5.6% |
| 1Y | +5.6% | -9.6% | +15.3% | +8.3% |
| All | +5.6% | -10.0% | +15.7% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling