-82.7%
CLF vs EPAM
+1,105.1%
-1,187.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +20.6% | -32.9% | -16.8% |
| 7D | -21.0% | +23.0% | -44.0% | -25.5% |
| 30D | -8.0% | +51.6% | -59.6% | -17.6% |
| 3M | -10.9% | +50.8% | -61.7% | -20.7% |
| 6M | +5.8% | +51.1% | -45.3% | -6.9% |
| YTD | -15.1% | -19.1% | +4.0% | -14.1% |
| 1Y | +7.2% | +3.0% | +4.3% | +1.9% |
| 3Y | -34.2% | -31.2% | -3.0% | -33.4% |
| 5Y | -49.6% | -76.5% | +26.9% | -37.5% |
| 10Y | +109.9% | +168.4% | -58.5% | +33.2% |
| All | -82.7% | +1,105.1% | -1,187.8% | -92.4% |
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