+516.2%
CB vs EPAM
+751.2%
-235.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.6% |
| 7D | +0.5% | +2.0% | -1.5% | +0.3% |
| 30D | -3.1% | +6.5% | -9.6% | -4.0% |
| 3M | +9.0% | +19.9% | -11.0% | +6.1% |
| 6M | +2.9% | -16.9% | +19.8% | +4.2% |
| YTD | +10.1% | -42.9% | +53.0% | +15.8% |
| 1Y | +22.8% | -30.4% | +53.2% | +25.8% |
| 3Y | +73.8% | -54.7% | +128.5% | +83.3% |
| 5Y | +99.2% | -81.8% | +181.0% | +126.1% |
| 10Y | +218.2% | +65.5% | +152.8% | +143.8% |
| All | +516.2% | +751.2% | -235.0% | +308.3% |
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