+584.6%
CP vs EPAM
+751.2%
-166.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.7% |
| 7D | -2.7% | +2.0% | -4.6% | -3.0% |
| 30D | +0.2% | +6.5% | -6.4% | -1.2% |
| 3M | +2.6% | +19.9% | -17.4% | -1.3% |
| 6M | +6.0% | -16.9% | +22.9% | +8.1% |
| YTD | +24.9% | -42.9% | +67.8% | +34.7% |
| 1Y | +20.1% | -30.4% | +50.5% | +24.6% |
| 3Y | +16.4% | -54.7% | +71.1% | +26.6% |
| 5Y | +31.7% | -81.8% | +113.5% | +58.8% |
| 10Y | +223.9% | +65.5% | +158.4% | +143.3% |
| All | +584.6% | +751.2% | -166.6% | +316.7% |
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