+34.6%
CP vs EPAM
-4.9%
+39.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -1.6% |
| 7D | +2.8% | +13.4% | -10.6% | +2.4% |
| 30D | +10.2% | +47.1% | -36.9% | +8.9% |
| 3M | +2.4% | +71.2% | -68.8% | +0.8% |
| 6M | +7.7% | +48.9% | -41.3% | +6.1% |
| YTD | +26.0% | -22.2% | +48.2% | +23.6% |
| 1Y | +34.6% | -5.2% | +39.8% | +21.6% |
| All | +34.6% | -4.9% | +39.6% | +21.6% |
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