+648.7%
CBRE vs EPAM
+1,058.6%
-409.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.2% | +0.4% |
| 7D | +5.2% | +13.4% | -8.2% | +1.0% |
| 30D | +6.2% | +47.1% | -40.8% | -4.9% |
| 3M | -8.1% | +71.2% | -79.3% | -21.1% |
| 6M | -6.6% | +48.9% | -55.6% | -18.0% |
| YTD | -15.7% | -22.2% | +6.5% | -12.7% |
| 1Y | -9.7% | -5.2% | -4.5% | -11.3% |
| 3Y | +80.4% | -34.9% | +115.3% | +88.0% |
| 5Y | +27.0% | -77.4% | +104.4% | +59.9% |
| 10Y | +412.9% | +158.1% | +254.8% | +220.3% |
| All | +648.7% | +1,058.6% | -409.9% | +254.9% |
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 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