+13.6%
CLF vs EPAM
-4.9%
+18.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.5% | +1.6% |
| 7D | -19.6% | +13.4% | -33.0% | -19.1% |
| 30D | -5.0% | +47.1% | -52.0% | -6.3% |
| 3M | -6.3% | +71.2% | -77.5% | -8.8% |
| 6M | +2.8% | +48.9% | -46.1% | +1.3% |
| YTD | -13.7% | -22.2% | +8.5% | -10.8% |
| 1Y | +13.6% | -5.2% | +18.8% | +14.5% |
| All | +13.6% | -4.9% | +18.5% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling