-17.1%
CPRT vs EPAM
-77.4%
+60.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.2% | -0.9% |
| 7D | +6.0% | +13.4% | -7.3% | +3.2% |
| 30D | +20.0% | +47.1% | -27.1% | +11.2% |
| 3M | +10.1% | +71.2% | -61.0% | -0.9% |
| 6M | -4.3% | +48.9% | -53.2% | -12.5% |
| YTD | -18.4% | -22.2% | +3.9% | -16.7% |
| 1Y | -20.1% | -5.2% | -14.9% | -21.3% |
| 3Y | -30.4% | -34.9% | +4.5% | -29.0% |
| All | -17.1% | -77.4% | +60.3% | +2.5% |
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 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