+518.2%
CEG vs EPAM
-68.5%
+586.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.9% | +8.2% | +4.6% |
| 7D | -4.7% | +13.4% | -18.1% | -6.0% |
| 30D | -16.6% | +47.1% | -63.6% | -19.7% |
| 3M | -4.1% | +71.2% | -75.3% | -9.3% |
| 6M | -22.3% | +48.9% | -71.3% | -25.9% |
| YTD | -28.9% | -22.2% | -6.7% | -27.3% |
| 1Y | -28.5% | -5.2% | -23.3% | -28.7% |
| 3Y | +104.3% | -34.9% | +139.2% | +108.0% |
| All | +518.2% | -68.5% | +586.7% | +532.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling