+25.3%
CLBK vs EPAM
-77.4%
+102.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.9% | +1.4% |
| 7D | +0.6% | +13.4% | -12.7% | -0.8% |
| 30D | +2.9% | +47.1% | -44.2% | -1.2% |
| 3M | +3.0% | +71.2% | -68.2% | -2.8% |
| 6M | +27.3% | +48.9% | -21.6% | +21.2% |
| YTD | +58.0% | -22.2% | +80.2% | +60.2% |
| 1Y | +62.4% | -5.2% | +67.6% | +61.3% |
| 3Y | +46.9% | -34.9% | +81.9% | +48.5% |
| All | +25.3% | -77.4% | +102.7% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling