+256.9%
CP vs EPAM
+165.6%
+91.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -0.7% | +18.5% | -19.2% | -4.0% |
| 30D | +9.6% | +44.0% | -34.4% | +2.3% |
| 3M | +2.2% | +63.0% | -60.7% | -6.9% |
| 6M | +11.1% | +67.3% | -56.2% | -0.4% |
| YTD | +28.2% | -20.5% | +48.7% | +30.4% |
| 1Y | +32.2% | -9.6% | +41.8% | +31.1% |
| 3Y | +35.5% | -30.8% | +66.3% | +36.6% |
| 5Y | +26.8% | -75.6% | +102.4% | +53.7% |
| 10Y | +256.9% | +159.6% | +97.4% | +97.7% |
| All | +256.9% | +165.6% | +91.3% | +97.7% |
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