+74.4%
CNP vs EPAM
-81.9%
+156.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.7% |
| 7D | +1.1% | +2.0% | -0.9% | +1.0% |
| 30D | -1.8% | +6.5% | -8.4% | -2.0% |
| 3M | -4.6% | +19.9% | -24.6% | -5.2% |
| 6M | -8.8% | -16.9% | +8.1% | -8.5% |
| YTD | +5.2% | -42.9% | +48.1% | +6.8% |
| 1Y | +8.3% | -30.4% | +38.7% | +9.0% |
| 3Y | +54.9% | -54.7% | +109.6% | +57.5% |
| All | +74.4% | -81.9% | +156.3% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling