+46.9%
CLBK vs EPAM
-33.7%
+80.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.9% | +1.5% |
| 7D | +0.6% | +13.4% | -12.7% | -1.5% |
| 30D | +2.9% | +47.1% | -44.2% | -3.3% |
| 3M | +3.0% | +71.2% | -68.2% | -5.8% |
| 6M | +27.3% | +48.9% | -21.6% | +18.1% |
| YTD | +58.0% | -22.2% | +80.2% | +64.6% |
| 1Y | +62.4% | -5.2% | +67.6% | +62.1% |
| 3Y | +46.9% | -34.9% | +81.9% | +37.8% |
| All | +46.9% | -33.7% | +80.7% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling