-45.9%
CHTR vs EPAM
+74.2%
-120.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.0% | +0.7% | +3.1% |
| 7D | -4.1% | +0.7% | -4.8% | -4.2% |
| 30D | -3.0% | +17.6% | -20.5% | -6.2% |
| 3M | +4.8% | +27.1% | -22.3% | -1.0% |
| 6M | -35.0% | -17.0% | -18.1% | -33.2% |
| YTD | -30.2% | -42.4% | +12.3% | -23.3% |
| 1Y | -44.8% | -25.3% | -19.5% | -42.6% |
| 3Y | -66.6% | -55.7% | -10.8% | -62.6% |
| 5Y | -81.5% | -81.2% | -0.3% | -76.6% |
| All | -45.9% | +74.2% | -120.1% | -64.9% |
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