-36.3%
CCI vs EPAM
-75.7%
+39.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +2.5% | +2.4% | +0.1% | +2.3% |
| 30D | +14.4% | +42.3% | -27.9% | +10.3% |
| 3M | +21.7% | +60.7% | -39.0% | +15.7% |
| 6M | +4.0% | +80.5% | -76.5% | -2.6% |
| YTD | +6.2% | -20.4% | +26.6% | +6.7% |
| 1Y | +5.4% | -9.6% | +15.0% | +4.6% |
| 3Y | +11.7% | -30.5% | +42.2% | +11.6% |
| All | -36.3% | -75.7% | +39.4% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling