+83.5%
CLF vs EPAM
+168.6%
-85.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.7% | +0.2% | +3.8% |
| 7D | -9.1% | +18.8% | -27.8% | -14.0% |
| 30D | -0.9% | +44.9% | -45.9% | -11.3% |
| 3M | +3.0% | +68.6% | -65.6% | -11.8% |
| 6M | +16.7% | +65.4% | -48.7% | -1.1% |
| YTD | -3.2% | -19.9% | +16.7% | -1.4% |
| 1Y | +24.6% | -10.0% | +34.6% | +22.6% |
| 3Y | -22.3% | -30.3% | +8.0% | -21.6% |
| 5Y | -41.2% | -75.7% | +34.5% | -21.1% |
| 10Y | +83.5% | +167.2% | -83.7% | -12.0% |
| All | +83.5% | +168.6% | -85.1% | -12.0% |
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 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