+34.3%
CP vs EPAM
-81.9%
+116.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.6% |
| 7D | -2.7% | +2.0% | -4.6% | -2.9% |
| 30D | +0.2% | +6.5% | -6.4% | -0.6% |
| 3M | +2.6% | +19.9% | -17.4% | +0.3% |
| 6M | +6.0% | -16.9% | +22.9% | +7.3% |
| YTD | +24.9% | -42.9% | +67.8% | +31.0% |
| 1Y | +20.1% | -30.4% | +50.5% | +22.9% |
| 3Y | +16.4% | -54.7% | +71.1% | +22.4% |
| All | +34.3% | -81.9% | +116.2% | +44.3% |
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 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