+204.2%
CL vs EPAM
+899.0%
-694.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.9% | +3.3% |
| 7D | +7.7% | +0.8% | +6.9% | +7.6% |
| 30D | +15.2% | +24.9% | -9.7% | +13.0% |
| 3M | +7.3% | +22.6% | -15.2% | +5.2% |
| 6M | +17.0% | +24.2% | -7.2% | +14.1% |
| YTD | +28.0% | -33.0% | +60.9% | +31.0% |
| 1Y | +32.1% | -13.3% | +45.4% | +32.1% |
| 3Y | +41.5% | -42.9% | +84.4% | +44.3% |
| 5Y | +43.9% | -80.8% | +124.7% | +59.6% |
| 10Y | +79.8% | +122.5% | -42.7% | +42.7% |
| All | +204.2% | +899.0% | -694.8% | +124.7% |
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