-17.6%
CCJ vs EPAM
-8.3%
-9.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.5% |
| 7D | -0.8% | +2.4% | -3.2% | -0.5% |
| 30D | -13.2% | +42.3% | -55.5% | -10.7% |
| 3M | -27.6% | +60.7% | -88.3% | -25.0% |
| 6M | -38.7% | +80.5% | -119.2% | -35.4% |
| YTD | -22.7% | -20.4% | -2.3% | -20.9% |
| 1Y | -17.6% | -9.6% | -8.0% | -26.7% |
| All | -17.6% | -8.3% | -9.3% | -26.7% |
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 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