-80.8%
CLF vs EPAM
+751.2%
-832.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.4% |
| 7D | +7.6% | +2.0% | +5.6% | +7.0% |
| 30D | -1.2% | +6.5% | -7.7% | -3.2% |
| 3M | -13.4% | +19.9% | -33.3% | -18.0% |
| 6M | +15.4% | -16.9% | +32.4% | +18.5% |
| YTD | -5.9% | -42.9% | +37.0% | +4.9% |
| 1Y | +18.8% | -30.4% | +49.2% | +25.3% |
| 3Y | -19.4% | -54.7% | +35.3% | -8.6% |
| 5Y | -47.7% | -81.8% | +34.1% | -31.0% |
| 10Y | +130.4% | +65.5% | +64.9% | +64.7% |
| All | -80.8% | +751.2% | -832.0% | -90.7% |
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 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