+1,292.0%
CBOE vs EPAM
+751.2%
+540.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.3% | +0.2% |
| 7D | -3.6% | +2.0% | -5.6% | -3.8% |
| 30D | +5.1% | +6.5% | -1.5% | +4.3% |
| 3M | +4.6% | +19.9% | -15.3% | +2.6% |
| 6M | -0.3% | -16.9% | +16.7% | +0.7% |
| YTD | +19.8% | -42.9% | +62.6% | +24.4% |
| 1Y | +28.4% | -30.4% | +58.7% | +30.7% |
| 3Y | +104.1% | -54.7% | +158.8% | +112.4% |
| 5Y | +150.9% | -81.8% | +232.7% | +178.7% |
| 10Y | +393.5% | +65.5% | +328.0% | +305.3% |
| All | +1,292.0% | +751.2% | +540.8% | +937.2% |
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