+243.0%
CB vs EPAM
+163.7%
+79.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | -0.3% |
| 7D | -1.5% | +9.1% | -10.6% | -2.7% |
| 30D | +6.5% | +38.5% | -32.0% | +2.3% |
| 3M | +4.1% | +61.0% | -56.9% | -1.9% |
| 6M | +14.4% | +58.0% | -43.6% | +7.4% |
| YTD | +17.5% | -23.5% | +41.0% | +19.1% |
| 1Y | +27.5% | -10.5% | +38.1% | +26.7% |
| 3Y | +71.6% | -33.8% | +105.4% | +72.5% |
| 5Y | +100.6% | -78.1% | +178.8% | +134.5% |
| 10Y | +243.0% | +157.7% | +85.3% | +120.1% |
| All | +243.0% | +163.7% | +79.3% | +120.1% |
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 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