+492.8%
CEG vs EPAM
-67.2%
+559.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +20.6% | -23.1% | -4.2% |
| 7D | -9.4% | +23.0% | -32.4% | -11.2% |
| 30D | -20.2% | +51.6% | -71.8% | -23.4% |
| 3M | -9.5% | +50.8% | -60.3% | -13.3% |
| 6M | -25.0% | +51.1% | -76.1% | -28.4% |
| YTD | -31.9% | -19.1% | -12.7% | -30.5% |
| 1Y | -33.7% | +3.0% | -36.6% | -34.5% |
| 3Y | +108.7% | -31.2% | +139.8% | +111.4% |
| All | +492.8% | -67.2% | +559.9% | +504.6% |
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