-83.0%
CHTR vs EPAM
-81.8%
-1.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.5% | -7.6% | -8.0% |
| 7D | -15.8% | -2.2% | -13.6% | -15.5% |
| 30D | -12.7% | +17.8% | -30.4% | -15.0% |
| 3M | -1.1% | +19.9% | -21.0% | -4.5% |
| 6M | -39.9% | -21.6% | -18.3% | -38.2% |
| YTD | -35.9% | -44.0% | +8.2% | -31.0% |
| 1Y | -49.2% | -30.5% | -18.7% | -47.1% |
| 3Y | -68.3% | -56.8% | -11.5% | -65.6% |
| 5Y | -83.0% | -81.7% | -1.2% | -80.9% |
| All | -83.0% | -81.8% | -1.2% | -80.9% |
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 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