+26.4%
CCL vs EPAM
+1,084.1%
-1,057.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | -1.5% | +18.5% | -20.1% | -7.9% |
| 30D | +16.5% | +44.0% | -27.6% | +2.1% |
| 3M | +11.2% | +63.0% | -51.8% | -6.9% |
| 6M | +22.6% | +67.3% | -44.7% | -0.1% |
| YTD | +2.6% | -20.5% | +23.1% | +5.3% |
| 1Y | +17.0% | -9.6% | +26.6% | +14.9% |
| 3Y | +145.5% | -30.8% | +176.4% | +152.2% |
| 5Y | +36.1% | -75.6% | +111.7% | +77.7% |
| 10Y | -29.4% | +159.6% | -189.0% | -51.6% |
| All | +26.4% | +1,084.1% | -1,057.7% | -31.1% |
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