+197.6%
CDE vs EPAM
-81.7%
+279.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.3% | -2.4% |
| 7D | +2.3% | -0.9% | +3.2% | +2.5% |
| 30D | +18.8% | +18.4% | +0.5% | +14.9% |
| 3M | +23.5% | +19.2% | +4.3% | +18.8% |
| 6M | -8.6% | -21.0% | +12.3% | -5.2% |
| YTD | +16.0% | -43.7% | +59.7% | +27.9% |
| 1Y | +42.1% | -29.9% | +71.9% | +49.0% |
| 3Y | +835.9% | -56.5% | +892.4% | +949.0% |
| 5Y | +197.6% | -81.7% | +279.3% | +247.6% |
| All | +197.6% | -81.7% | +279.3% | +247.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling