-21.5%
CDW vs EPAM
-31.1%
+9.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +20.6% | -26.8% | -10.8% |
| 7D | -4.1% | +23.0% | -27.1% | -9.5% |
| 30D | +16.7% | +51.6% | -34.8% | +4.1% |
| 3M | +13.6% | +50.8% | -37.2% | +1.0% |
| 6M | +17.0% | +51.1% | -34.1% | +3.7% |
| YTD | +18.1% | -19.1% | +37.3% | +20.5% |
| 1Y | +10.5% | +3.0% | +7.5% | +5.7% |
| All | -21.5% | -31.1% | +9.6% | -24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling