+76.6%
CB vs EPAM
-54.6%
+131.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.8% |
| 7D | +0.5% | +2.0% | -1.5% | +0.4% |
| 30D | -3.1% | +6.5% | -9.6% | -3.4% |
| 3M | +9.0% | +19.9% | -11.0% | +7.8% |
| 6M | +2.9% | -16.9% | +19.8% | +2.4% |
| YTD | +10.1% | -42.9% | +53.0% | +10.6% |
| 1Y | +22.8% | -30.4% | +53.2% | +22.3% |
| All | +76.6% | -54.6% | +131.2% | +78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling