+577.4%
CF vs EPAM
+65.3%
+512.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.9% | -3.0% |
| 7D | +6.0% | +2.0% | +4.1% | +5.8% |
| 30D | +14.8% | +6.5% | +8.3% | +13.8% |
| 3M | +14.1% | +19.9% | -5.9% | +11.2% |
| 6M | +28.5% | -16.9% | +45.5% | +30.3% |
| YTD | +74.9% | -42.9% | +117.8% | +84.2% |
| 1Y | +61.7% | -30.4% | +92.1% | +65.6% |
| 3Y | +80.3% | -54.7% | +135.1% | +90.6% |
| 5Y | +226.0% | -81.8% | +307.8% | +299.6% |
| All | +577.4% | +65.3% | +512.1% | +226.5% |
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