-19.8%
CEG vs EPAM
-9.2%
-10.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.9% |
| 7D | +17.8% | -1.1% | +19.0% | +17.8% |
| 30D | -4.5% | +41.8% | -46.4% | -1.2% |
| 3M | +1.5% | +63.4% | -61.9% | +6.0% |
| 6M | -3.5% | +72.2% | -75.7% | +2.2% |
| YTD | -19.7% | -20.0% | +0.3% | -17.0% |
| 1Y | -19.8% | -9.0% | -10.7% | -18.3% |
| All | -19.8% | -9.2% | -10.5% | -18.3% |
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