-31.9%
CEG vs EPAM
-15.2%
-16.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.1% | -6.8% |
| 7D | -4.8% | +0.8% | -5.6% | -4.7% |
| 30D | -8.2% | +24.9% | -33.1% | -6.5% |
| 3M | -7.9% | +22.6% | -30.5% | -6.6% |
| 6M | -23.2% | +24.2% | -47.4% | -20.7% |
| YTD | -30.1% | -33.0% | +2.8% | -28.9% |
| 1Y | -31.9% | -13.3% | -18.6% | -33.4% |
| All | -31.9% | -15.2% | -16.7% | -33.4% |
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