+91.8%
CBRE vs EPAM
-36.8%
+128.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.5% | +2.3% |
| 7D | +1.0% | +9.1% | -8.0% | -1.6% |
| 30D | +5.6% | +38.5% | -32.9% | -3.3% |
| 3M | -6.8% | +61.0% | -67.7% | -18.0% |
| 6M | -5.6% | +58.0% | -63.6% | -17.6% |
| YTD | -14.1% | -23.5% | +9.4% | -10.3% |
| 1Y | -9.5% | -10.5% | +1.1% | -9.0% |
| 3Y | +91.8% | -33.8% | +125.6% | +86.8% |
| All | +91.8% | -36.8% | +128.5% | +86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling