+27.4%
CFG vs EPAM
-7.6%
+35.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -0.7% |
| 7D | +0.7% | +18.8% | -18.1% | -0.4% |
| 30D | +2.8% | +44.9% | -42.2% | -0.2% |
| 3M | -10.1% | +68.6% | -78.7% | -13.9% |
| 6M | +3.2% | +65.4% | -62.2% | -1.6% |
| YTD | +14.2% | -19.9% | +34.1% | +18.1% |
| 1Y | +27.4% | -10.0% | +37.4% | +20.7% |
| All | +27.4% | -7.6% | +35.0% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling