+251.2%
CNP vs EPAM
+751.2%
-500.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.5% |
| 7D | +1.1% | +2.0% | -0.9% | +0.9% |
| 30D | -1.8% | +6.5% | -8.4% | -2.7% |
| 3M | -4.6% | +19.9% | -24.6% | -7.0% |
| 6M | -8.8% | -16.9% | +8.1% | -7.7% |
| YTD | +5.2% | -42.9% | +48.1% | +10.6% |
| 1Y | +8.3% | -30.4% | +38.7% | +10.8% |
| 3Y | +54.9% | -54.7% | +109.6% | +63.4% |
| 5Y | +73.5% | -81.8% | +155.3% | +98.0% |
| 10Y | +139.1% | +65.5% | +73.7% | +89.9% |
| All | +251.2% | +751.2% | -500.0% | +149.2% |
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