+76.3%
CL vs EPAM
+163.7%
-87.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.6% |
| 7D | +0.5% | +9.1% | -8.5% | -0.4% |
| 30D | +11.6% | +38.5% | -26.9% | +8.2% |
| 3M | +5.6% | +61.0% | -55.4% | +0.9% |
| 6M | +13.2% | +58.0% | -44.9% | +7.9% |
| YTD | +26.9% | -23.5% | +50.4% | +28.3% |
| 1Y | +27.3% | -10.5% | +37.9% | +26.8% |
| 3Y | +39.7% | -33.8% | +73.5% | +40.3% |
| 5Y | +41.3% | -78.1% | +119.5% | +60.8% |
| 10Y | +76.3% | +157.7% | -81.4% | +21.0% |
| All | +76.3% | +163.7% | -87.4% | +21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling