+21.3%
CCL vs EPAM
+1,105.1%
-1,083.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +20.6% | -26.2% | -12.0% |
| 7D | +2.6% | +23.0% | -20.4% | -5.1% |
| 30D | +11.3% | +51.6% | -40.3% | -3.9% |
| 3M | +0.3% | +50.8% | -50.6% | -14.2% |
| 6M | +16.1% | +51.1% | -35.0% | -2.0% |
| YTD | -1.6% | -19.1% | +17.6% | +0.6% |
| 1Y | +11.8% | +3.0% | +8.8% | +5.1% |
| 3Y | +139.6% | -31.2% | +170.7% | +146.8% |
| 5Y | +21.3% | -76.5% | +97.8% | +60.4% |
| 10Y | -29.8% | +168.4% | -198.2% | -52.2% |
| All | +21.3% | +1,105.1% | -1,083.8% | -34.2% |
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