+58.2%
CDE vs EPAM
+63.0%
-4.8%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.2% | +1.8% |
| 7D | -2.0% | -2.2% | +0.2% | -1.4% |
| 30D | +15.7% | +17.8% | -2.1% | +10.8% |
| 3M | +30.5% | +19.9% | +10.6% | +23.5% |
| 6M | -7.4% | -21.6% | +14.2% | -2.6% |
| YTD | +17.9% | -44.0% | +61.9% | +34.4% |
| 1Y | +46.7% | -30.5% | +77.2% | +56.2% |
| 3Y | +851.3% | -56.8% | +908.1% | +1,019.1% |
| 5Y | +202.9% | -81.7% | +284.6% | +323.2% |
| 10Y | +58.2% | +68.4% | -10.2% | +35.8% |
| All | +58.2% | +63.0% | -4.8% | +35.8% |
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