-49.6%
CLF vs EPAM
-77.2%
+27.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +20.6% | -32.9% | -15.0% |
| 7D | -21.0% | +23.0% | -44.0% | -23.8% |
| 30D | -8.0% | +51.6% | -59.6% | -14.3% |
| 3M | -10.9% | +50.8% | -61.7% | -17.2% |
| 6M | +5.8% | +51.1% | -45.3% | -2.4% |
| YTD | -15.1% | -19.1% | +4.0% | -13.8% |
| 1Y | +7.2% | +3.0% | +4.3% | +4.4% |
| 3Y | -34.2% | -31.2% | -3.0% | -33.4% |
| 5Y | -49.6% | -76.5% | +26.9% | -40.6% |
| All | -49.6% | -77.2% | +27.6% | -40.6% |
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