+568.0%
CF vs EPAM
+170.1%
+397.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.5% | +1.1% |
| 7D | -3.2% | +13.4% | -16.6% | -4.6% |
| 30D | +4.3% | +47.1% | -42.7% | -0.2% |
| 3M | +2.8% | +71.2% | -68.4% | -3.4% |
| 6M | +0.6% | +48.9% | -48.3% | -4.6% |
| YTD | +56.6% | -22.2% | +78.9% | +58.9% |
| 1Y | +49.6% | -5.2% | +54.8% | +47.9% |
| 3Y | +61.5% | -34.9% | +96.4% | +63.3% |
| 5Y | +124.0% | -77.4% | +201.4% | +175.1% |
| All | +568.0% | +170.1% | +397.9% | +207.3% |
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