-66.9%
CPNG vs EPAM
-56.0%
-11.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | +0.1% |
| 7D | +13.4% | +13.4% | 0.0% | +9.1% |
| 30D | +10.0% | +47.1% | -37.1% | -1.0% |
| 3M | -0.4% | +71.2% | -71.5% | -13.9% |
| 6M | -8.9% | +48.9% | -57.9% | -19.8% |
| YTD | -30.9% | -22.2% | -8.7% | -28.6% |
| 1Y | -43.8% | -5.2% | -38.7% | -45.1% |
| 3Y | -2.5% | -34.9% | +32.5% | +0.5% |
| 5Y | -45.6% | -77.4% | +31.8% | -32.0% |
| All | -66.9% | -56.0% | -11.0% | -67.9% |
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 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