+590.3%
CP vs EPAM
+1,058.6%
-468.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -1.1% |
| 7D | +2.8% | +13.4% | -10.6% | +0.3% |
| 30D | +10.2% | +47.1% | -36.9% | +2.9% |
| 3M | +2.4% | +71.2% | -68.8% | -7.1% |
| 6M | +7.7% | +48.9% | -41.3% | -0.9% |
| YTD | +26.0% | -22.2% | +48.2% | +28.3% |
| 1Y | +34.6% | -5.2% | +39.8% | +32.3% |
| 3Y | +26.7% | -34.9% | +61.6% | +29.0% |
| 5Y | +24.9% | -77.4% | +102.3% | +45.7% |
| 10Y | +258.6% | +158.1% | +100.5% | +149.9% |
| All | +590.3% | +1,058.6% | -468.3% | +296.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling