-66.7%
CPNG vs EPAM
-56.7%
-10.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.2% |
| 7D | +11.7% | +9.1% | +2.6% | +8.5% |
| 30D | +3.8% | +38.5% | -34.7% | -5.2% |
| 3M | +1.2% | +61.0% | -59.8% | -11.2% |
| 6M | -3.3% | +58.0% | -61.3% | -16.2% |
| YTD | -30.4% | -23.5% | -6.9% | -27.8% |
| 1Y | -43.1% | -10.5% | -32.6% | -43.5% |
| 3Y | +8.2% | -33.8% | +42.1% | +10.8% |
| 5Y | -44.7% | -78.1% | +33.4% | -30.2% |
| All | -66.7% | -56.7% | -10.0% | -67.5% |
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