+415.5%
CNQ vs EPAM
+74.2%
+341.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.5% | -1.0% |
| 7D | +0.1% | +0.7% | -0.6% | 0.0% |
| 30D | +6.2% | +17.6% | -11.4% | +3.2% |
| 3M | +12.4% | +27.1% | -14.7% | +6.9% |
| 6M | +9.0% | -17.0% | +26.0% | +11.2% |
| YTD | +52.2% | -42.4% | +94.7% | +64.2% |
| 1Y | +65.0% | -25.3% | +90.3% | +69.0% |
| 3Y | +78.8% | -55.7% | +134.6% | +95.1% |
| 5Y | +286.0% | -81.2% | +367.2% | +383.9% |
| All | +415.5% | +74.2% | +341.3% | +225.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling