+0.6%
CEG vs EPAM
-32.1%
+32.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | +6.7% | -0.9% | +7.6% | +6.6% |
| 30D | +11.0% | +18.4% | -7.4% | +11.8% |
| 3M | +19.5% | +19.2% | +0.3% | +21.7% |
| 6M | -5.9% | -21.0% | +15.1% | -4.5% |
| YTD | -15.0% | -43.7% | +28.7% | -13.7% |
| 1Y | +0.6% | -29.9% | +30.5% | +2.0% |
| All | +0.6% | -32.1% | +32.7% | +2.0% |
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