+86.8%
CHRW vs EPAM
-81.9%
+168.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.3% |
| 7D | -1.4% | +2.0% | -3.4% | -1.6% |
| 30D | -3.5% | +6.5% | -10.0% | -4.3% |
| 3M | -19.4% | +19.9% | -39.3% | -21.2% |
| 6M | -21.4% | -16.9% | -4.4% | -20.3% |
| YTD | -7.1% | -42.9% | +35.7% | -2.6% |
| 1Y | +17.8% | -30.4% | +48.2% | +21.0% |
| 3Y | +78.8% | -54.7% | +133.5% | +87.7% |
| All | +86.8% | -81.9% | +168.7% | +106.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling