+25.5%
CP vs EPAM
-78.1%
+103.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.2% |
| 7D | +2.8% | +9.1% | -6.3% | +1.7% |
| 30D | +11.3% | +38.5% | -27.2% | +7.5% |
| 3M | +2.9% | +61.0% | -58.1% | -2.2% |
| 6M | +9.8% | +58.0% | -48.3% | +4.0% |
| YTD | +28.5% | -23.5% | +52.0% | +30.5% |
| 1Y | +33.5% | -10.5% | +44.0% | +33.1% |
| 3Y | +31.9% | -33.8% | +65.8% | +33.2% |
| 5Y | +25.5% | -78.1% | +103.6% | +30.8% |
| All | +25.5% | -78.1% | +103.6% | +30.8% |
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