-5.7%
CPRT vs EPAM
-81.9%
+76.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.9% |
| 7D | +2.2% | +2.0% | +0.3% | +1.8% |
| 30D | +16.6% | +6.5% | +10.1% | +14.9% |
| 3M | +9.6% | +19.9% | -10.3% | +5.1% |
| 6M | -11.1% | -16.9% | +5.8% | -9.0% |
| YTD | -13.9% | -42.9% | +29.0% | -6.2% |
| 1Y | -32.5% | -30.4% | -2.1% | -29.4% |
| 3Y | -25.0% | -54.7% | +29.7% | -17.5% |
| All | -5.7% | -81.9% | +76.2% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling