+36.3%
CDE vs EPAM
-29.6%
+65.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -6.1% | -4.5% | -1.6% | -5.5% |
| 30D | +9.5% | +14.6% | -5.2% | +7.6% |
| 3M | +32.0% | +23.1% | +8.9% | +30.3% |
| 6M | -12.8% | -19.5% | +6.7% | -11.7% |
| YTD | +14.2% | -44.1% | +58.3% | +16.6% |
| 1Y | +36.3% | -25.2% | +61.5% | +64.4% |
| All | +36.3% | -29.6% | +65.9% | +64.4% |
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