+77.2%
CL vs EPAM
+180.9%
-103.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +20.6% | -20.7% | -1.9% |
| 7D | +5.9% | +23.0% | -17.1% | +3.9% |
| 30D | +13.8% | +51.6% | -37.8% | +9.4% |
| 3M | +6.4% | +50.8% | -44.4% | +2.2% |
| 6M | +15.6% | +51.1% | -35.5% | +10.6% |
| YTD | +27.9% | -19.1% | +47.0% | +28.6% |
| 1Y | +31.4% | +3.0% | +28.4% | +29.1% |
| 3Y | +41.4% | -31.2% | +72.5% | +41.6% |
| 5Y | +42.8% | -76.5% | +119.3% | +61.1% |
| All | +77.2% | +180.9% | -103.7% | +21.1% |
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