+112.0%
CF vs EPAM
-80.1%
+192.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.4% |
| 7D | -6.9% | +0.8% | -7.7% | -6.9% |
| 30D | -3.7% | +24.9% | -28.7% | -3.9% |
| 3M | -5.0% | +22.6% | -27.5% | -5.0% |
| 6M | -10.5% | +24.2% | -34.7% | -10.6% |
| YTD | +46.5% | -33.0% | +79.5% | +46.6% |
| 1Y | +34.8% | -13.3% | +48.1% | +34.6% |
| 3Y | +46.7% | -42.9% | +89.6% | +46.5% |
| 5Y | +112.0% | -80.8% | +192.8% | +149.0% |
| All | +112.0% | -80.1% | +192.1% | +149.0% |
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