+3,335.1%
CVNA vs EPAM
+102.3%
+3,232.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.2% | +4.6% |
| 7D | +5.9% | +9.1% | -3.1% | -2.8% |
| 30D | +19.7% | +38.5% | -18.8% | -6.2% |
| 3M | +7.6% | +61.0% | -53.3% | -24.1% |
| 6M | -2.2% | +58.0% | -60.2% | -33.3% |
| YTD | -9.6% | -23.5% | +13.8% | -3.2% |
| 1Y | +25.4% | -10.5% | +36.0% | +20.8% |
| 3Y | +1,152.6% | -33.8% | +1,186.5% | +1,254.9% |
| 5Y | +28.9% | -78.1% | +107.0% | +191.0% |
| All | +3,335.1% | +102.3% | +3,232.8% | +1,299.8% |
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