-24.7%
CDE vs EPAM
+751.2%
-775.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.4% |
| 7D | +0.5% | +2.0% | -1.4% | +0.1% |
| 30D | +21.9% | +6.5% | +15.3% | +20.3% |
| 3M | +14.9% | +19.9% | -5.0% | +9.7% |
| 6M | -10.5% | -16.9% | +6.4% | -7.9% |
| YTD | +19.3% | -42.9% | +62.1% | +32.4% |
| 1Y | +50.8% | -30.4% | +81.2% | +59.0% |
| 3Y | +782.3% | -54.7% | +837.0% | +900.9% |
| 5Y | +191.7% | -81.8% | +273.5% | +274.5% |
| 10Y | +57.6% | +65.5% | -7.8% | +36.9% |
| All | -24.7% | +751.2% | -775.9% | -49.1% |
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