-30.4%
CEG vs EPAM
-10.3%
-20.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.9% | +8.2% | +3.9% |
| 7D | -4.7% | +13.4% | -18.1% | -3.4% |
| 30D | -16.6% | +47.1% | -63.6% | -13.6% |
| 3M | -4.1% | +71.2% | -75.3% | +0.2% |
| 6M | -22.3% | +48.9% | -71.3% | -18.3% |
| YTD | -28.9% | -22.2% | -6.7% | -26.8% |
| All | -30.4% | -10.3% | -20.0% | -32.2% |
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