-33.7%
CPRT vs EPAM
-31.2%
-2.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.1% | -1.2% |
| 7D | +4.0% | +18.8% | -14.8% | +0.7% |
| 30D | +18.2% | +44.9% | -26.7% | +10.6% |
| 3M | +9.2% | +68.6% | -59.4% | -0.4% |
| 6M | -4.8% | +65.4% | -70.2% | -13.6% |
| YTD | -17.5% | -19.9% | +2.4% | -17.6% |
| 1Y | -22.0% | -10.0% | -12.0% | -23.3% |
| 3Y | -33.7% | -30.3% | -3.5% | -36.5% |
| All | -33.7% | -31.2% | -2.5% | -36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling