-47.4%
CHTR vs EPAM
+157.4%
-204.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.4% |
| 7D | +17.2% | +2.4% | +14.8% | +16.7% |
| 30D | +31.6% | +42.3% | -10.7% | +21.9% |
| 3M | -11.6% | +60.7% | -72.2% | -20.2% |
| 6M | -3.3% | +80.5% | -83.8% | -15.5% |
| YTD | -33.7% | -20.4% | -13.3% | -32.3% |
| 1Y | -32.4% | -9.6% | -22.8% | -32.7% |
| 3Y | -65.9% | -30.5% | -35.5% | -65.5% |
| 5Y | -79.9% | -75.7% | -4.2% | -75.8% |
| All | -47.4% | +157.4% | -204.8% | -67.2% |
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