+67.4%
CLBK vs EPAM
-0.9%
+68.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.3% |
| 7D | +1.2% | +2.0% | -0.7% | +0.9% |
| 30D | +9.1% | +6.5% | +2.6% | +7.9% |
| 3M | +27.7% | +19.9% | +7.8% | +23.7% |
| 6M | +40.8% | -16.9% | +57.8% | +43.2% |
| YTD | +66.4% | -42.9% | +109.3% | +77.4% |
| 1Y | +72.4% | -30.4% | +102.7% | +78.3% |
| 3Y | +50.7% | -54.7% | +105.4% | +61.8% |
| 5Y | +42.9% | -81.8% | +124.7% | +68.2% |
| All | +67.4% | -0.9% | +68.2% | +23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling