+99.7%
CLF vs EPAM
+170.1%
-70.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.5% | +2.6% |
| 7D | -19.6% | +13.4% | -33.0% | -23.0% |
| 30D | -5.0% | +47.1% | -52.0% | -15.3% |
| 3M | -6.3% | +71.2% | -77.5% | -20.2% |
| 6M | +2.8% | +48.9% | -46.1% | -10.5% |
| YTD | -13.7% | -22.2% | +8.5% | -11.5% |
| 1Y | +13.6% | -5.2% | +18.8% | +9.9% |
| 3Y | -34.0% | -34.9% | +1.0% | -32.1% |
| 5Y | -48.7% | -77.4% | +28.7% | -29.1% |
| All | +99.7% | +170.1% | -70.4% | -2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling