+64.0%
CFG vs EPAM
-77.2%
+141.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +20.6% | -23.8% | -6.7% |
| 7D | -2.2% | +23.0% | -25.2% | -6.2% |
| 30D | +0.4% | +51.6% | -51.2% | -7.5% |
| 3M | -12.6% | +50.8% | -63.4% | -19.7% |
| 6M | +0.6% | +51.1% | -50.5% | -8.3% |
| YTD | +12.4% | -19.1% | +31.6% | +14.6% |
| 1Y | +27.7% | +3.0% | +24.7% | +23.9% |
| 3Y | +172.4% | -31.2% | +203.5% | +177.1% |
| 5Y | +64.0% | -76.5% | +140.5% | +74.0% |
| All | +64.0% | -77.2% | +141.1% | +74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling