+623.1%
CI vs EPAM
+751.2%
-128.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.0% |
| 7D | +1.3% | +2.0% | -0.6% | +1.1% |
| 30D | +4.4% | +6.5% | -2.1% | +3.4% |
| 3M | +0.7% | +19.9% | -19.3% | -2.1% |
| 6M | +0.3% | -16.9% | +17.3% | +1.7% |
| YTD | +3.8% | -42.9% | +46.7% | +9.6% |
| 1Y | -5.5% | -30.4% | +24.9% | -2.9% |
| 3Y | +8.1% | -54.7% | +62.8% | +14.5% |
| 5Y | +42.8% | -81.8% | +124.6% | +63.9% |
| 10Y | +143.9% | +65.5% | +78.4% | +81.6% |
| All | +623.1% | +751.2% | -128.1% | +338.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling