+64.3%
CLBK vs EPAM
-10.0%
+74.4%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.2% |
| 7D | +2.2% | +18.5% | -16.4% | +1.1% |
| 30D | +5.0% | +44.0% | -39.1% | +2.4% |
| 3M | +3.3% | +63.0% | -59.7% | -0.3% |
| 6M | +29.6% | +67.3% | -37.7% | +23.8% |
| YTD | +62.1% | -20.5% | +82.7% | +68.3% |
| 1Y | +64.3% | -9.6% | +74.0% | +50.7% |
| All | +64.3% | -10.0% | +74.4% | +50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling