-31.6%
CPB vs EPAM
-77.4%
+45.9%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -1.1% |
| 7D | +8.0% | +13.4% | -5.4% | +7.4% |
| 30D | +22.4% | +47.1% | -24.7% | +20.7% |
| 3M | +2.5% | +71.2% | -68.6% | +0.6% |
| 6M | +12.2% | +48.9% | -36.7% | +10.2% |
| YTD | -12.8% | -22.2% | +9.4% | -13.7% |
| 1Y | -19.2% | -5.2% | -14.0% | -20.1% |
| 3Y | -35.6% | -34.9% | -0.6% | -36.4% |
| All | -31.6% | -77.4% | +45.9% | -33.6% |
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