-67.3%
CHTR vs EPAM
-31.2%
-36.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +4.7% | +5.9% | +9.5% |
| 7D | +17.8% | +18.8% | -1.0% | +13.0% |
| 30D | +29.7% | +44.9% | -15.3% | +18.9% |
| 3M | -12.5% | +68.6% | -81.1% | -22.5% |
| 6M | -13.4% | +65.4% | -78.8% | -23.7% |
| YTD | -35.8% | -19.9% | -15.9% | -35.5% |
| 1Y | -36.3% | -10.0% | -26.3% | -37.4% |
| 3Y | -67.3% | -30.3% | -37.0% | -72.4% |
| All | -67.3% | -31.2% | -36.1% | -72.4% |
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