+52.0%
CCI vs EPAM
+170.1%
-118.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.9% | +1.3% | -2.0% |
| 7D | -0.1% | +13.4% | -13.5% | -2.4% |
| 30D | +28.4% | +47.1% | -18.7% | +20.1% |
| 3M | +20.0% | +71.2% | -51.2% | +9.3% |
| 6M | +0.8% | +48.9% | -48.2% | -6.8% |
| YTD | +3.6% | -22.2% | +25.8% | +5.4% |
| 1Y | +6.1% | -5.2% | +11.3% | +4.3% |
| 3Y | +7.2% | -34.9% | +42.2% | +8.6% |
| 5Y | -37.0% | -77.4% | +40.4% | -23.8% |
| All | +52.0% | +170.1% | -118.1% | -2.0% |
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