+75.7%
CCJ vs EPAM
-33.7%
+109.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.9% | +8.2% | +4.4% |
| 7D | -7.3% | +13.4% | -20.7% | -7.6% |
| 30D | -20.0% | +47.1% | -67.0% | -21.2% |
| 3M | -23.8% | +71.2% | -95.0% | -25.7% |
| 6M | -42.4% | +48.9% | -91.3% | -43.3% |
| YTD | -22.1% | -22.2% | +0.2% | -19.1% |
| 1Y | -20.8% | -5.2% | -15.7% | -19.7% |
| 3Y | +75.7% | -34.9% | +110.7% | +103.4% |
| All | +75.7% | -33.7% | +109.5% | +103.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling