+2,029.3%
CLS vs EPAM
+158.4%
+1,870.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.0% | +4.4% |
| 7D | +23.5% | -1.1% | +24.7% | +23.7% |
| 30D | -28.9% | +41.8% | -70.8% | -36.0% |
| 3M | -25.2% | +63.4% | -88.5% | -35.5% |
| 6M | -32.1% | +72.2% | -104.3% | -43.1% |
| YTD | -14.1% | -20.0% | +6.0% | -12.8% |
| 1Y | -24.1% | -9.0% | -15.0% | -25.7% |
| 3Y | +897.0% | -30.4% | +927.4% | +913.2% |
| 5Y | +2,089.9% | -75.6% | +2,165.5% | +2,683.4% |
| All | +2,029.3% | +158.4% | +1,870.9% | +1,161.1% |
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