-40.4%
CPB vs EPAM
+165.6%
-206.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.2% |
| 7D | -4.1% | +18.5% | -22.6% | -5.0% |
| 30D | +16.9% | +44.0% | -27.1% | +14.8% |
| 3M | -0.6% | +63.0% | -63.5% | -3.0% |
| 6M | +11.4% | +67.3% | -55.9% | +8.3% |
| YTD | -14.8% | -20.5% | +5.7% | -15.2% |
| 1Y | -24.8% | -9.6% | -15.1% | -25.4% |
| 3Y | -36.6% | -30.8% | -5.8% | -37.1% |
| 5Y | -33.3% | -75.6% | +42.3% | -31.4% |
| 10Y | -40.4% | +159.6% | -199.9% | -42.4% |
| All | -40.4% | +165.6% | -206.0% | -42.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling