+95.9%
CEG vs EPAM
-31.1%
+126.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +20.6% | -23.1% | -3.7% |
| 7D | -9.4% | +23.0% | -32.4% | -10.7% |
| 30D | -20.2% | +51.6% | -71.8% | -22.7% |
| 3M | -9.5% | +50.8% | -60.3% | -12.6% |
| 6M | -25.0% | +51.1% | -76.1% | -27.4% |
| YTD | -31.9% | -19.1% | -12.7% | -28.3% |
| 1Y | -33.7% | +3.0% | -36.6% | -33.4% |
| All | +95.9% | -31.1% | +126.9% | +99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling