-32.5%
CBRS vs EPAM
+28.5%
-61.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -2.4% | +12.7% | +9.2% |
| 7D | +17.3% | +2.0% | +15.3% | +18.2% |
| 30D | -2.0% | +6.5% | -8.5% | +1.0% |
| 3M | -2.5% | +19.9% | -22.4% | +14.0% |
| All | -32.5% | +28.5% | -61.0% | -18.9% |
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 · Available span rolling