+253.9%
CNP vs EPAM
+1,105.1%
-851.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +20.6% | -23.2% | -4.7% |
| 7D | -5.3% | +23.0% | -28.3% | -7.6% |
| 30D | +3.7% | +51.6% | -47.9% | -1.1% |
| 3M | -1.1% | +50.8% | -51.9% | -5.9% |
| 6M | -7.1% | +51.1% | -58.3% | -12.1% |
| YTD | +6.0% | -19.1% | +25.2% | +7.0% |
| 1Y | +5.2% | +3.0% | +2.2% | +2.9% |
| 3Y | +57.5% | -31.2% | +88.7% | +58.1% |
| 5Y | +70.0% | -76.5% | +146.5% | +90.1% |
| 10Y | +137.8% | +168.4% | -30.6% | +79.1% |
| All | +253.9% | +1,105.1% | -851.2% | +141.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling