+386.7%
CPRT vs EPAM
+163.7%
+223.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.1% | +2.0% |
| 7D | +1.6% | +9.1% | -7.4% | -1.2% |
| 30D | +18.8% | +38.5% | -19.7% | +8.7% |
| 3M | +9.4% | +61.0% | -51.5% | -3.8% |
| 6M | -4.4% | +58.0% | -62.4% | -16.5% |
| YTD | -17.1% | -23.5% | +6.3% | -14.1% |
| 1Y | -19.9% | -10.5% | -9.4% | -20.3% |
| 3Y | -30.5% | -33.8% | +3.3% | -28.8% |
| 5Y | -15.9% | -78.1% | +62.2% | +11.4% |
| 10Y | +386.7% | +157.7% | +229.0% | +148.8% |
| All | +386.7% | +163.7% | +223.0% | +148.8% |
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