+577.0%
CB vs EPAM
+899.0%
-321.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.1% |
| 7D | +5.3% | +0.8% | +4.4% | +5.1% |
| 30D | +13.2% | +24.9% | -11.7% | +10.3% |
| 3M | +7.8% | +22.6% | -14.8% | +4.8% |
| 6M | +15.8% | +24.2% | -8.4% | +12.0% |
| YTD | +21.0% | -33.0% | +53.9% | +24.8% |
| 1Y | +32.2% | -13.3% | +45.5% | +32.0% |
| 3Y | +76.7% | -42.9% | +119.6% | +81.2% |
| 5Y | +110.4% | -80.8% | +191.2% | +139.5% |
| 10Y | +261.0% | +122.5% | +138.5% | +167.0% |
| All | +577.0% | +899.0% | -321.9% | +339.8% |
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 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