-9.9%
CHRW vs EPAM
-10.0%
+0.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.8% |
| 7D | -0.1% | +18.5% | -18.6% | -2.2% |
| 30D | -4.3% | +44.0% | -48.3% | -9.6% |
| 3M | -7.4% | +63.0% | -70.4% | -14.6% |
| 6M | -20.7% | +67.3% | -88.0% | -26.9% |
| YTD | -15.9% | -20.5% | +4.7% | -15.1% |
| 1Y | -9.9% | -9.6% | -0.3% | -13.1% |
| All | -9.9% | -10.0% | +0.2% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling