+248.2%
CB vs EPAM
+170.1%
+78.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | -1.3% |
| 7D | +0.2% | +13.4% | -13.1% | -1.4% |
| 30D | +9.1% | +47.1% | -38.0% | +4.0% |
| 3M | +3.4% | +71.2% | -67.8% | -3.2% |
| 6M | +14.1% | +48.9% | -34.8% | +7.8% |
| YTD | +18.0% | -22.2% | +40.3% | +19.4% |
| 1Y | +30.1% | -5.2% | +35.3% | +28.4% |
| 3Y | +71.8% | -34.9% | +106.7% | +73.2% |
| 5Y | +101.8% | -77.4% | +179.2% | +134.3% |
| All | +248.2% | +170.1% | +78.1% | +123.1% |
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