-65.5%
CHTR vs EPAM
-56.4%
-9.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.8% |
| 7D | -0.3% | -0.9% | +0.6% | -0.1% |
| 30D | -4.5% | +18.4% | -22.8% | -8.0% |
| 3M | +10.2% | +19.2% | -9.0% | +5.0% |
| 6M | -37.2% | -21.0% | -16.3% | -35.0% |
| YTD | -30.2% | -43.7% | +13.5% | -23.3% |
| 1Y | -44.8% | -29.9% | -14.9% | -42.1% |
| 3Y | -65.5% | -56.5% | -9.0% | -63.3% |
| All | -65.5% | -56.4% | -9.1% | -63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling