+73.4%
CL vs EPAM
+170.1%
-96.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.9% | +1.7% | -1.8% |
| 7D | +1.3% | +13.4% | -12.0% | +0.1% |
| 30D | +11.4% | +47.1% | -35.7% | +7.4% |
| 3M | +4.4% | +71.2% | -66.8% | -0.7% |
| 6M | +10.8% | +48.9% | -38.1% | +6.1% |
| YTD | +25.1% | -22.2% | +47.4% | +26.3% |
| 1Y | +28.0% | -5.2% | +33.1% | +26.7% |
| 3Y | +37.6% | -34.9% | +72.6% | +38.5% |
| 5Y | +39.7% | -77.4% | +117.1% | +58.1% |
| All | +73.4% | +170.1% | -96.7% | +18.9% |
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 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