+123.6%
CHRW vs EPAM
+170.1%
-46.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.5% | -1.8% |
| 7D | +0.6% | +13.4% | -12.8% | -1.5% |
| 30D | -7.3% | +47.1% | -54.4% | -12.5% |
| 3M | -14.2% | +71.2% | -85.3% | -20.9% |
| 6M | -25.1% | +48.9% | -74.0% | -30.0% |
| YTD | -21.2% | -22.2% | +1.1% | -19.9% |
| 1Y | -14.2% | -5.2% | -9.0% | -15.1% |
| 3Y | +63.5% | -34.9% | +98.5% | +65.8% |
| 5Y | +49.6% | -77.4% | +127.0% | +71.9% |
| All | +123.6% | +170.1% | -46.5% | +44.3% |
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