+598.5%
CEG vs EPAM
-67.6%
+666.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.7% |
| 7D | +17.8% | -1.1% | +19.0% | +17.9% |
| 30D | -4.5% | +41.8% | -46.4% | -7.8% |
| 3M | +1.5% | +63.4% | -61.9% | -3.6% |
| 6M | -3.5% | +72.2% | -75.7% | -9.4% |
| YTD | -19.7% | -20.0% | +0.3% | -18.1% |
| 1Y | -19.8% | -9.0% | -10.7% | -19.5% |
| 3Y | +136.4% | -30.4% | +166.8% | +139.1% |
| All | +598.5% | -67.6% | +666.0% | +612.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling