+322.3%
CF vs EPAM
+899.0%
-576.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.3% |
| 7D | -6.9% | +0.8% | -7.7% | -7.0% |
| 30D | -3.7% | +24.9% | -28.7% | -6.5% |
| 3M | -5.0% | +22.6% | -27.5% | -7.8% |
| 6M | -10.5% | +24.2% | -34.7% | -13.7% |
| YTD | +46.5% | -33.0% | +79.5% | +51.9% |
| 1Y | +34.8% | -13.3% | +48.1% | +34.6% |
| 3Y | +46.7% | -42.9% | +89.6% | +51.1% |
| 5Y | +112.0% | -80.8% | +192.8% | +152.8% |
| 10Y | +529.7% | +122.5% | +407.2% | +289.8% |
| All | +322.3% | +899.0% | -576.7% | +99.5% |
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