-69.0%
CPNG vs EPAM
-67.7%
-1.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.8% |
| 7D | -7.4% | +2.0% | -9.4% | -7.9% |
| 30D | -4.4% | +6.5% | -11.0% | -6.5% |
| 3M | -7.5% | +19.9% | -27.4% | -12.9% |
| 6M | -19.9% | -16.9% | -3.0% | -17.4% |
| YTD | -35.2% | -42.9% | +7.7% | -26.9% |
| 1Y | -46.8% | -30.4% | -16.4% | -43.5% |
| 3Y | -20.2% | -54.7% | +34.6% | -8.9% |
| 5Y | -48.4% | -81.8% | +33.4% | -32.5% |
| All | -69.0% | -67.7% | -1.3% | -67.1% |
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