-3.6%
CCL vs EPAM
+751.2%
-754.8%
-90.4%
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% | +0.9% |
| 7D | -5.0% | +2.0% | -7.0% | -5.7% |
| 30D | -20.3% | +6.5% | -26.9% | -22.5% |
| 3M | -15.1% | +19.9% | -35.1% | -21.3% |
| 6M | -15.1% | -16.9% | +1.8% | -11.7% |
| YTD | -21.8% | -42.9% | +21.1% | -9.2% |
| 1Y | -24.8% | -30.4% | +5.6% | -18.6% |
| 3Y | +51.9% | -54.7% | +106.6% | +82.2% |
| 5Y | +4.0% | -81.8% | +85.8% | +50.9% |
| 10Y | -42.2% | +65.5% | -107.7% | -54.3% |
| All | -3.6% | +751.2% | -754.8% | -40.6% |
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