+32.3%
CCJ vs EPAM
-32.1%
+64.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.1% |
| 7D | +5.9% | -0.9% | +6.8% | +5.9% |
| 30D | +4.7% | +18.4% | -13.6% | +6.1% |
| 3M | -3.3% | +19.2% | -22.5% | -0.8% |
| 6M | -7.0% | -21.0% | +13.9% | -7.5% |
| YTD | +11.5% | -43.7% | +55.2% | +8.5% |
| 1Y | +32.3% | -29.9% | +62.2% | +34.9% |
| All | +32.3% | -32.1% | +64.4% | +34.9% |
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