+42.8%
CL vs EPAM
-77.2%
+119.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +20.6% | -20.7% | -0.7% |
| 7D | +5.9% | +23.0% | -17.1% | +5.2% |
| 30D | +13.8% | +51.6% | -37.8% | +12.2% |
| 3M | +6.4% | +50.8% | -44.4% | +4.9% |
| 6M | +15.6% | +51.1% | -35.5% | +13.8% |
| YTD | +27.9% | -19.1% | +47.0% | +27.6% |
| 1Y | +31.4% | +3.0% | +28.4% | +30.2% |
| 3Y | +41.4% | -31.2% | +72.5% | +40.7% |
| 5Y | +42.8% | -76.5% | +119.3% | +42.4% |
| All | +42.8% | -77.2% | +119.9% | +42.4% |
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