+8.1%
CPB vs EPAM
+751.2%
-743.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -1.0% | -3.3% |
| 7D | -8.6% | +2.0% | -10.5% | -8.7% |
| 30D | -7.2% | +6.5% | -13.8% | -7.6% |
| 3M | +0.9% | +19.9% | -19.0% | -0.2% |
| 6M | -11.8% | -16.9% | +5.1% | -11.4% |
| YTD | -19.4% | -42.9% | +23.5% | -18.0% |
| 1Y | -30.4% | -30.4% | 0.0% | -29.7% |
| 3Y | -40.2% | -54.7% | +14.6% | -39.1% |
| 5Y | -39.5% | -81.8% | +42.3% | -36.8% |
| 10Y | -47.4% | +65.5% | -112.8% | -52.7% |
| All | +8.1% | +751.2% | -743.1% | -10.7% |
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