+274.1%
CNQ vs EPAM
-81.8%
+355.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.1% |
| 7D | -0.7% | -4.5% | +3.8% | -0.4% |
| 30D | +6.7% | +14.6% | -7.9% | +5.7% |
| 3M | +12.8% | +23.1% | -10.3% | +11.0% |
| 6M | +13.3% | -19.5% | +32.8% | +14.5% |
| YTD | +53.1% | -44.1% | +97.2% | +58.0% |
| 1Y | +66.1% | -25.2% | +91.3% | +67.5% |
| 3Y | +75.4% | -56.8% | +132.3% | +80.7% |
| All | +274.1% | -81.8% | +355.9% | +300.8% |
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