+323.8%
CFG vs EPAM
+65.3%
+258.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.5% |
| 7D | +1.5% | +2.0% | -0.4% | +1.0% |
| 30D | -3.8% | +6.5% | -10.4% | -5.9% |
| 3M | +11.5% | +19.9% | -8.4% | +5.0% |
| 6M | +19.2% | -16.9% | +36.1% | +22.7% |
| YTD | +23.7% | -42.9% | +66.6% | +38.9% |
| 1Y | +38.8% | -30.4% | +69.2% | +47.3% |
| 3Y | +178.9% | -54.7% | +233.6% | +219.6% |
| 5Y | +101.8% | -81.8% | +183.6% | +170.8% |
| All | +323.8% | +65.3% | +258.5% | +140.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling