-31.2%
CCL vs EPAM
+170.1%
-201.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.8% | +1.4% |
| 7D | +2.6% | +13.4% | -10.8% | -3.4% |
| 30D | +13.1% | +47.1% | -34.0% | -3.7% |
| 3M | +3.3% | +71.2% | -67.9% | -17.7% |
| 6M | +8.7% | +48.9% | -40.2% | -10.5% |
| YTD | -1.6% | -22.2% | +20.7% | +2.5% |
| 1Y | +14.0% | -5.2% | +19.1% | +9.4% |
| 3Y | +145.1% | -34.9% | +180.1% | +158.3% |
| 5Y | +21.2% | -77.4% | +98.6% | +81.0% |
| All | -31.2% | +170.1% | -201.3% | -67.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling