+122.4%
CF vs EPAM
-77.2%
+199.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +20.6% | -14.5% | +5.9% |
| 7D | +0.4% | +23.0% | -22.6% | +0.1% |
| 30D | +2.2% | +51.6% | -49.4% | +1.8% |
| 3M | +2.1% | +50.8% | -48.7% | +1.7% |
| 6M | -6.5% | +51.1% | -57.7% | -7.0% |
| YTD | +55.6% | -19.1% | +74.7% | +55.2% |
| 1Y | +42.3% | +3.0% | +39.3% | +41.6% |
| 3Y | +55.7% | -31.2% | +86.9% | +55.1% |
| 5Y | +122.4% | -76.5% | +198.9% | +159.0% |
| All | +122.4% | -77.2% | +199.6% | +159.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling