-80.9%
CHTR vs EPAM
-76.7%
-4.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +4.7% | +5.9% | +9.8% |
| 7D | +17.8% | +18.8% | -1.0% | +14.2% |
| 30D | +29.7% | +44.9% | -15.3% | +21.4% |
| 3M | -12.5% | +68.6% | -81.1% | -20.2% |
| 6M | -13.4% | +65.4% | -78.8% | -21.3% |
| YTD | -35.8% | -19.9% | -15.9% | -35.1% |
| 1Y | -36.3% | -10.0% | -26.3% | -36.8% |
| 3Y | -67.3% | -30.3% | -37.0% | -67.2% |
| 5Y | -80.9% | -75.7% | -5.2% | -79.5% |
| All | -80.9% | -76.7% | -4.2% | -79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling