+51.4%
CLBK vs EPAM
-29.8%
+81.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.8% | -1.2% |
| 7D | +2.5% | -1.1% | +3.6% | +2.6% |
| 30D | +3.7% | +41.8% | -38.2% | -1.9% |
| 3M | -3.3% | +63.4% | -66.6% | -10.7% |
| 6M | +29.6% | +72.2% | -42.6% | +17.3% |
| YTD | +60.3% | -20.0% | +80.3% | +66.2% |
| 1Y | +63.4% | -9.0% | +72.5% | +64.9% |
| All | +51.4% | -29.8% | +81.2% | +33.0% |
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