+65.0%
CNQ vs EPAM
-24.0%
+89.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.5% | -0.5% |
| 7D | +0.1% | +0.7% | -0.6% | +0.1% |
| 30D | +6.2% | +17.6% | -11.4% | +6.4% |
| 3M | +12.4% | +27.1% | -14.7% | +12.6% |
| 6M | +9.0% | -17.0% | +26.0% | +8.4% |
| YTD | +52.2% | -42.4% | +94.7% | +49.5% |
| 1Y | +65.0% | -25.3% | +90.3% | +56.3% |
| All | +65.0% | -24.0% | +89.0% | +56.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling