+4,171.0%
CELH vs EPAM
+158.4%
+4,012.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.7% |
| 7D | +6.2% | -1.1% | +7.3% | +6.3% |
| 30D | +14.2% | +41.8% | -27.7% | +0.1% |
| 3M | +15.5% | +63.4% | -47.9% | -3.9% |
| 6M | +7.7% | +72.2% | -64.5% | -12.4% |
| YTD | -30.3% | -20.0% | -10.2% | -28.3% |
| 1Y | -29.0% | -9.0% | -19.9% | -30.1% |
| 3Y | -44.5% | -30.4% | -14.1% | -45.2% |
| 5Y | +14.8% | -75.6% | +90.4% | +62.6% |
| All | +4,171.0% | +158.4% | +4,012.5% | +2,099.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling