-40.3%
CPB vs EPAM
+157.4%
-197.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.2% |
| 7D | -1.6% | +2.4% | -4.0% | -1.7% |
| 30D | +19.2% | +42.3% | -23.1% | +17.1% |
| 3M | -0.9% | +60.7% | -61.6% | -3.3% |
| 6M | +15.2% | +80.5% | -65.3% | +11.7% |
| YTD | -13.1% | -20.4% | +7.3% | -13.4% |
| 1Y | -22.4% | -9.6% | -12.8% | -23.1% |
| 3Y | -35.3% | -30.5% | -4.8% | -35.8% |
| 5Y | -33.0% | -75.7% | +42.7% | -31.0% |
| All | -40.3% | +157.4% | -197.6% | -42.8% |
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 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