-34.0%
CCL vs EPAM
+157.4%
-191.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -1.2% | +2.4% | -3.6% | -2.1% |
| 30D | +13.1% | +42.3% | -29.2% | -2.5% |
| 3M | +3.4% | +60.7% | -57.3% | -15.6% |
| 6M | +18.7% | +80.5% | -61.8% | -9.3% |
| YTD | -2.3% | -20.4% | +18.1% | +0.8% |
| 1Y | +14.2% | -9.6% | +23.8% | +11.8% |
| 3Y | +133.6% | -30.5% | +164.1% | +139.5% |
| 5Y | +33.5% | -75.7% | +109.2% | +92.5% |
| All | -34.0% | +157.4% | -191.4% | -69.4% |
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 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