+811.7%
CLS vs EPAM
-36.8%
+848.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.6% | +9.4% | +8.0% |
| 7D | -10.6% | +9.1% | -19.6% | -11.8% |
| 30D | -38.4% | +38.5% | -76.9% | -42.1% |
| 3M | -29.9% | +61.0% | -90.8% | -36.4% |
| 6M | -40.6% | +58.0% | -98.7% | -46.0% |
| YTD | -24.6% | -23.5% | -1.1% | -18.9% |
| 1Y | -30.8% | -10.5% | -20.2% | -29.0% |
| 3Y | +811.7% | -33.8% | +845.6% | +835.3% |
| All | +811.7% | -36.8% | +848.5% | +835.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling