+67.4%
CHRW vs EPAM
-31.1%
+98.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +20.6% | -24.8% | -6.4% |
| 7D | +0.7% | +23.0% | -22.3% | -2.0% |
| 30D | -5.0% | +51.6% | -56.6% | -10.3% |
| 3M | -16.1% | +50.8% | -66.9% | -20.9% |
| 6M | -22.6% | +51.1% | -73.8% | -27.2% |
| YTD | -19.3% | -19.1% | -0.2% | -18.5% |
| 1Y | -14.9% | +3.0% | -17.9% | -16.5% |
| All | +67.4% | -31.1% | +98.5% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling