+42.3%
CF vs EPAM
+4.5%
+37.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +20.6% | -14.5% | +5.6% |
| 7D | +0.4% | +23.0% | -22.6% | -0.1% |
| 30D | +2.2% | +51.6% | -49.4% | +2.2% |
| 3M | +2.1% | +50.8% | -48.7% | +2.5% |
| 6M | -6.5% | +51.1% | -57.7% | -6.9% |
| YTD | +55.6% | -19.1% | +74.7% | +45.7% |
| 1Y | +42.3% | +3.0% | +39.3% | +35.2% |
| All | +42.3% | +4.5% | +37.8% | +35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling