+173.3%
CFG vs EPAM
-33.7%
+207.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +2.9% | -0.3% |
| 7D | -0.9% | +13.4% | -14.3% | -3.5% |
| 30D | +1.1% | +47.1% | -46.0% | -6.6% |
| 3M | -12.0% | +71.2% | -83.2% | -21.3% |
| 6M | -2.2% | +48.9% | -51.2% | -10.9% |
| YTD | +11.4% | -22.2% | +33.6% | +17.3% |
| 1Y | +27.8% | -5.2% | +33.0% | +27.4% |
| 3Y | +173.3% | -34.9% | +208.2% | +156.1% |
| All | +173.3% | -33.7% | +207.0% | +156.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling