+404.2%
CF vs EPAM
+751.2%
-347.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.9% | -2.9% |
| 7D | +6.0% | +2.0% | +4.1% | +5.7% |
| 30D | +14.8% | +6.5% | +8.3% | +13.6% |
| 3M | +14.1% | +19.9% | -5.9% | +10.7% |
| 6M | +28.5% | -16.9% | +45.5% | +30.5% |
| YTD | +74.9% | -42.9% | +117.8% | +85.4% |
| 1Y | +61.7% | -30.4% | +92.1% | +66.1% |
| 3Y | +80.3% | -54.7% | +135.1% | +91.9% |
| 5Y | +226.0% | -81.8% | +307.8% | +285.0% |
| 10Y | +569.9% | +65.5% | +504.4% | +334.7% |
| All | +404.2% | +751.2% | -347.0% | +143.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling