+412.5%
CCJ vs EPAM
+751.2%
-338.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.5% |
| 7D | +0.7% | +2.0% | -1.2% | +0.4% |
| 30D | +6.9% | +6.5% | +0.3% | +5.6% |
| 3M | -11.6% | +19.9% | -31.6% | -14.6% |
| 6M | -16.2% | -16.9% | +0.7% | -14.8% |
| YTD | +10.1% | -42.9% | +53.0% | +17.7% |
| 1Y | +32.3% | -30.4% | +62.6% | +36.5% |
| 3Y | +171.3% | -54.7% | +226.0% | +192.5% |
| 5Y | +372.4% | -81.8% | +454.2% | +464.7% |
| 10Y | +1,070.0% | +65.5% | +1,004.6% | +805.2% |
| All | +412.5% | +751.2% | -338.7% | +200.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling