+1,548.1%
CBOE vs EPAM
+1,058.6%
+489.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +3.9% | +0.4% |
| 7D | +5.3% | +13.4% | -8.1% | +4.0% |
| 30D | +25.5% | +47.1% | -21.6% | +21.3% |
| 3M | +22.5% | +71.2% | -48.7% | +16.8% |
| 6M | +2.6% | +48.9% | -46.3% | -1.5% |
| YTD | +41.8% | -22.2% | +64.0% | +43.2% |
| 1Y | +40.9% | -5.2% | +46.0% | +39.7% |
| 3Y | +108.7% | -34.9% | +143.7% | +110.2% |
| 5Y | +181.4% | -77.4% | +258.8% | +208.5% |
| 10Y | +531.6% | +158.1% | +373.5% | +399.1% |
| All | +1,548.1% | +1,058.6% | +489.5% | +1,094.2% |
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