+58.4%
CNP vs EPAM
-31.1%
+89.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +20.6% | -23.2% | -2.3% |
| 7D | -5.3% | +23.0% | -28.3% | -4.9% |
| 30D | +3.7% | +51.6% | -47.9% | +4.3% |
| 3M | -1.1% | +50.8% | -51.9% | -0.5% |
| 6M | -7.1% | +51.1% | -58.3% | -6.6% |
| YTD | +6.0% | -19.1% | +25.2% | +6.7% |
| 1Y | +5.2% | +3.0% | +2.2% | +5.3% |
| All | +58.4% | -31.1% | +89.5% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling