-54.3%
CPNG vs EPAM
-30.2%
-24.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | -7.6% | -2.2% | -5.4% | -7.4% |
| 30D | -8.8% | +17.8% | -26.6% | -10.4% |
| 3M | -7.2% | +19.9% | -27.1% | -10.1% |
| 6M | -21.5% | -21.6% | +0.1% | -20.0% |
| YTD | -37.4% | -44.0% | +6.6% | -33.6% |
| 1Y | -54.3% | -30.5% | -23.8% | -51.9% |
| All | -54.3% | -30.2% | -24.1% | -51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling