+27.1%
CP vs EPAM
-77.2%
+104.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +20.6% | -21.3% | -2.7% |
| 7D | +6.1% | +23.0% | -16.9% | +3.8% |
| 30D | +9.8% | +51.6% | -41.8% | +5.1% |
| 3M | +2.7% | +50.8% | -48.1% | -1.8% |
| 6M | +12.8% | +51.1% | -38.4% | +7.3% |
| YTD | +28.2% | -19.1% | +47.3% | +29.4% |
| 1Y | +34.1% | +3.0% | +31.2% | +31.7% |
| 3Y | +28.9% | -31.2% | +60.0% | +29.7% |
| 5Y | +27.1% | -76.5% | +103.6% | +34.0% |
| All | +27.1% | -77.2% | +104.2% | +34.0% |
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