+171.8%
CL vs EPAM
+751.2%
-579.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.3% |
| 7D | -2.2% | +2.0% | -4.1% | -2.4% |
| 30D | -4.8% | +6.5% | -11.4% | -5.5% |
| 3M | +4.9% | +19.9% | -15.0% | +2.9% |
| 6M | -5.7% | -16.9% | +11.2% | -4.8% |
| YTD | +14.4% | -42.9% | +57.3% | +18.9% |
| 1Y | +8.7% | -30.4% | +39.1% | +10.8% |
| 3Y | +30.0% | -54.7% | +84.7% | +35.4% |
| 5Y | +28.4% | -81.8% | +110.2% | +42.0% |
| 10Y | +50.1% | +65.5% | -15.4% | +22.3% |
| All | +171.8% | +751.2% | -579.4% | +103.9% |
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 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