+386.8%
CBRE vs EPAM
+168.6%
+218.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.7% | -7.1% | -3.7% |
| 7D | -0.5% | +18.8% | -19.3% | -6.0% |
| 30D | +3.1% | +44.9% | -41.9% | -8.0% |
| 3M | -6.4% | +68.6% | -74.9% | -20.0% |
| 6M | -7.9% | +65.4% | -73.3% | -22.0% |
| YTD | -16.2% | -19.9% | +3.7% | -13.7% |
| 1Y | -11.2% | -10.0% | -1.2% | -11.6% |
| 3Y | +83.4% | -30.3% | +113.7% | +87.7% |
| 5Y | +28.4% | -75.7% | +104.1% | +66.3% |
| 10Y | +386.8% | +167.2% | +219.6% | +167.8% |
| All | +386.8% | +168.6% | +218.1% | +167.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling