-1.1%
CDE vs EPAM
-10.0%
+9.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | +3.1% | +18.5% | -15.4% | +0.5% |
| 30D | -10.3% | +44.0% | -54.4% | -15.7% |
| 3M | -19.1% | +63.0% | -82.1% | -25.6% |
| 6M | -24.0% | +67.3% | -91.3% | -29.4% |
| YTD | -15.6% | -20.5% | +4.9% | -14.7% |
| 1Y | -1.1% | -9.6% | +8.6% | -7.6% |
| All | -1.1% | -10.0% | +9.0% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling