+320.3%
CFG vs EPAM
+313.4%
+6.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +20.6% | -23.8% | -8.1% |
| 7D | -2.2% | +23.0% | -25.2% | -7.7% |
| 30D | +0.4% | +51.6% | -51.2% | -10.3% |
| 3M | -12.6% | +50.8% | -63.4% | -22.4% |
| 6M | +0.6% | +51.1% | -50.5% | -11.7% |
| YTD | +12.4% | -19.1% | +31.6% | +14.6% |
| 1Y | +27.7% | +3.0% | +24.7% | +21.8% |
| 3Y | +172.4% | -31.2% | +203.5% | +177.9% |
| 5Y | +64.0% | -76.5% | +140.5% | +105.5% |
| 10Y | +252.8% | +168.4% | +84.4% | +82.8% |
| All | +320.3% | +313.4% | +6.9% | +99.0% |
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 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