+62.8%
CLBK vs EPAM
+39.0%
+23.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.7% | -4.4% | -0.3% |
| 7D | +2.9% | +18.8% | -15.9% | +0.2% |
| 30D | +5.4% | +44.9% | -39.6% | -0.2% |
| 3M | +5.8% | +68.6% | -62.8% | -2.0% |
| 6M | +28.9% | +65.4% | -36.5% | +18.8% |
| YTD | +61.8% | -19.9% | +81.7% | +64.0% |
| 1Y | +63.1% | -10.0% | +73.1% | +62.6% |
| 3Y | +55.3% | -30.3% | +85.6% | +56.9% |
| 5Y | +28.0% | -75.7% | +103.7% | +45.4% |
| All | +62.8% | +39.0% | +23.8% | +14.4% |
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 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