+3,259.9%
CVNA vs EPAM
+51.0%
+3,208.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +3.9% | +3.1% |
| 7D | +0.7% | +2.0% | -1.2% | -0.6% |
| 30D | +7.4% | +6.5% | +0.8% | +1.6% |
| 3M | +12.7% | +19.9% | -7.2% | -3.6% |
| 6M | +17.9% | -16.9% | +34.9% | +27.0% |
| YTD | -11.6% | -42.9% | +31.2% | +19.0% |
| 1Y | +0.8% | -30.4% | +31.1% | +17.8% |
| 3Y | +633.4% | -54.7% | +688.2% | +971.7% |
| 5Y | +13.5% | -81.8% | +95.3% | +189.4% |
| All | +3,259.9% | +51.0% | +3,208.9% | +1,621.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling