+187.4%
CEG vs EPAM
-54.6%
+242.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.4% | +7.2% | +5.1% |
| 7D | +8.0% | +2.0% | +6.1% | +7.8% |
| 30D | +12.9% | +6.5% | +6.4% | +11.9% |
| 3M | +13.2% | +19.9% | -6.8% | +10.6% |
| 6M | -7.0% | -16.9% | +9.9% | -4.4% |
| YTD | -15.0% | -42.9% | +27.9% | -7.6% |
| 1Y | -2.7% | -30.4% | +27.6% | +1.2% |
| All | +187.4% | -54.6% | +242.0% | +206.9% |
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