+653.3%
CBRE vs EPAM
+1,105.1%
-451.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +20.6% | -24.0% | -8.7% |
| 7D | +6.0% | +23.0% | -17.0% | -0.3% |
| 30D | +4.4% | +51.6% | -47.2% | -7.3% |
| 3M | -9.8% | +50.8% | -60.6% | -20.2% |
| 6M | -4.4% | +51.1% | -55.5% | -16.3% |
| YTD | -15.2% | -19.1% | +3.9% | -13.1% |
| 1Y | -9.1% | +3.0% | -12.1% | -12.7% |
| 3Y | +79.4% | -31.2% | +110.5% | +84.2% |
| 5Y | +27.8% | -76.5% | +104.3% | +59.3% |
| 10Y | +416.1% | +168.4% | +247.7% | +219.1% |
| All | +653.3% | +1,105.1% | -451.8% | +253.6% |
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