-50.0%
CHTR vs EPAM
+165.6%
-215.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | +13.4% | +18.5% | -5.2% | +9.1% |
| 30D | +33.0% | +44.0% | -11.0% | +22.8% |
| 3M | -13.6% | +63.0% | -76.5% | -22.2% |
| 6M | -7.8% | +67.3% | -75.0% | -18.1% |
| YTD | -34.7% | -20.5% | -14.2% | -33.2% |
| 1Y | -34.8% | -9.6% | -25.2% | -35.1% |
| 3Y | -66.7% | -30.8% | -35.9% | -66.2% |
| 5Y | -80.4% | -75.6% | -4.7% | -76.3% |
| 10Y | -50.0% | +159.6% | -209.5% | -69.3% |
| All | -50.0% | +165.6% | -215.6% | -69.3% |
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