+18.5%
CPB vs EPAM
+1,105.1%
-1,086.6%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +20.6% | -19.9% | -0.3% |
| 7D | +11.6% | +23.0% | -11.4% | +10.3% |
| 30D | +23.3% | +51.6% | -28.3% | +20.6% |
| 3M | +1.6% | +50.8% | -49.2% | -0.7% |
| 6M | +13.9% | +51.1% | -37.2% | +11.1% |
| YTD | -11.7% | -19.1% | +7.4% | -11.8% |
| 1Y | -18.2% | +3.0% | -21.2% | -19.1% |
| 3Y | -35.2% | -31.2% | -4.0% | -35.4% |
| 5Y | -30.5% | -76.5% | +46.0% | -28.3% |
| 10Y | -37.1% | +168.4% | -205.6% | -45.0% |
| All | +18.5% | +1,105.1% | -1,086.6% | -4.0% |
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