-46.7%
CDE vs EPAM
+1,084.1%
-1,130.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | +3.1% | +18.5% | -15.4% | -1.4% |
| 30D | -10.3% | +44.0% | -54.4% | -18.1% |
| 3M | -19.1% | +63.0% | -82.1% | -28.3% |
| 6M | -24.0% | +67.3% | -91.3% | -33.6% |
| YTD | -15.6% | -20.5% | +4.9% | -13.9% |
| 1Y | -1.1% | -9.6% | +8.6% | -2.1% |
| 3Y | +613.1% | -30.8% | +643.9% | +628.6% |
| 5Y | +109.3% | -75.6% | +184.9% | +150.4% |
| 10Y | +64.4% | +159.6% | -95.1% | +29.7% |
| All | -46.7% | +1,084.1% | -1,130.9% | -66.9% |
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