+226.4%
CHRW vs EPAM
+751.2%
-524.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.4% |
| 7D | -1.4% | +2.0% | -3.4% | -1.7% |
| 30D | -3.5% | +6.5% | -10.0% | -4.4% |
| 3M | -19.4% | +19.9% | -39.3% | -21.6% |
| 6M | -21.4% | -16.9% | -4.4% | -20.1% |
| YTD | -7.1% | -42.9% | +35.7% | -1.5% |
| 1Y | +17.8% | -30.4% | +48.2% | +21.6% |
| 3Y | +78.8% | -54.7% | +133.5% | +90.5% |
| 5Y | +83.5% | -81.8% | +165.3% | +109.6% |
| 10Y | +160.2% | +65.5% | +94.8% | +116.7% |
| All | +226.4% | +751.2% | -524.8% | +133.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling