+260.5%
CP vs EPAM
+157.4%
+103.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +2.1% | +2.4% | -0.3% | +1.7% |
| 30D | +9.3% | +42.3% | -33.0% | +2.2% |
| 3M | +0.5% | +60.7% | -60.2% | -8.3% |
| 6M | +10.4% | +80.5% | -70.1% | -2.3% |
| YTD | +28.7% | -20.4% | +49.1% | +30.9% |
| 1Y | +33.2% | -9.6% | +42.8% | +32.1% |
| 3Y | +38.4% | -30.5% | +68.9% | +39.4% |
| 5Y | +26.2% | -75.7% | +101.9% | +53.2% |
| All | +260.5% | +157.4% | +103.1% | +100.3% |
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 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