-13.1%
CBRE vs EPAM
-8.3%
-4.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.5% |
| 7D | -1.8% | +2.4% | -4.2% | -2.3% |
| 30D | +3.3% | +42.3% | -39.0% | -6.4% |
| 3M | -12.4% | +60.7% | -73.0% | -23.5% |
| 6M | -5.4% | +80.5% | -85.8% | -21.7% |
| YTD | -17.2% | -20.4% | +3.2% | -10.1% |
| 1Y | -13.1% | -9.6% | -3.5% | -11.9% |
| All | -13.1% | -8.3% | -4.8% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling