+129.8%
CHRW vs EPAM
+158.4%
-28.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +4.7% | -1.1% | +5.9% | +4.9% |
| 30D | -2.6% | +41.8% | -44.4% | -7.6% |
| 3M | -8.0% | +63.4% | -71.4% | -14.6% |
| 6M | -19.0% | +72.2% | -91.2% | -25.8% |
| YTD | -15.5% | -20.0% | +4.6% | -14.5% |
| 1Y | -10.8% | -9.0% | -1.8% | -11.3% |
| 3Y | +79.8% | -30.4% | +110.2% | +80.6% |
| 5Y | +59.3% | -75.6% | +134.9% | +80.4% |
| All | +129.8% | +158.4% | -28.6% | +49.3% |
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