+374.0%
CNQ vs EPAM
+734.0%
-360.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -0.9% | -2.2% | +1.3% | -0.6% |
| 30D | +8.7% | +17.8% | -9.1% | +5.8% |
| 3M | +15.8% | +19.9% | -4.1% | +11.5% |
| 6M | +13.3% | -21.6% | +34.8% | +16.4% |
| YTD | +54.7% | -44.0% | +98.7% | +66.7% |
| 1Y | +69.5% | -30.5% | +100.0% | +75.3% |
| 3Y | +77.3% | -56.8% | +134.1% | +93.1% |
| 5Y | +290.3% | -81.7% | +372.0% | +366.2% |
| 10Y | +429.3% | +68.4% | +360.9% | +286.6% |
| All | +374.0% | +734.0% | -360.0% | +159.2% |
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