+220.7%
CF vs EPAM
-81.9%
+302.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.9% | -3.2% |
| 7D | +6.0% | +2.0% | +4.1% | +6.0% |
| 30D | +14.8% | +6.5% | +8.3% | +14.8% |
| 3M | +14.1% | +19.9% | -5.9% | +13.9% |
| 6M | +28.5% | -16.9% | +45.5% | +28.5% |
| YTD | +74.9% | -42.9% | +117.8% | +75.2% |
| 1Y | +61.7% | -30.4% | +92.1% | +61.6% |
| 3Y | +80.3% | -54.7% | +135.1% | +80.3% |
| All | +220.7% | -81.9% | +302.6% | +261.8% |
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