-69.2%
CPNG vs EPAM
-54.9%
-14.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | -6.8% | +2.4% | -9.2% | -7.3% |
| 30D | +5.5% | +42.3% | -36.8% | -4.3% |
| 3M | -6.8% | +60.7% | -67.4% | -18.1% |
| 6M | -4.8% | +80.5% | -85.3% | -20.3% |
| YTD | -35.6% | -20.4% | -15.2% | -33.8% |
| 1Y | -46.8% | -9.6% | -37.2% | -47.2% |
| 3Y | -0.8% | -30.5% | +29.7% | +0.2% |
| 5Y | -42.9% | -75.7% | +32.8% | -29.9% |
| All | -69.2% | -54.9% | -14.3% | -70.3% |
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