+18.3%
CCI vs EPAM
+65.2%
-46.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | +0.2% | -0.9% | +1.1% | +0.3% |
| 30D | +0.5% | +18.4% | -17.8% | -2.3% |
| 3M | -16.3% | +19.2% | -35.5% | -19.1% |
| 6M | -13.9% | -21.0% | +7.0% | -11.5% |
| YTD | -12.4% | -43.7% | +31.3% | -5.6% |
| 1Y | -15.2% | -29.9% | +14.7% | -12.2% |
| 3Y | -9.9% | -56.5% | +46.7% | -1.8% |
| 5Y | -50.8% | -81.7% | +30.8% | -39.4% |
| 10Y | +18.3% | +64.5% | -46.2% | -15.7% |
| All | +18.3% | +65.2% | -46.9% | -15.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling