-25.9%
CCJ vs EPAM
-15.2%
-10.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.3% |
| 7D | -14.5% | +0.8% | -15.3% | -14.4% |
| 30D | -18.1% | +24.9% | -43.0% | -17.0% |
| 3M | -23.0% | +22.6% | -45.6% | -22.3% |
| 6M | -39.4% | +24.2% | -63.6% | -37.7% |
| YTD | -21.7% | -33.0% | +11.3% | -21.7% |
| 1Y | -25.9% | -13.3% | -12.6% | -34.0% |
| All | -25.9% | -15.2% | -10.7% | -34.0% |
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 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 · 6 months rolling