+732.7%
CLS vs EPAM
-33.7%
+766.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +0.9% |
| 7D | -22.2% | +13.4% | -35.5% | -23.7% |
| 30D | -44.4% | +47.1% | -91.5% | -48.2% |
| 3M | -34.3% | +71.2% | -105.5% | -41.1% |
| 6M | -50.1% | +48.9% | -99.0% | -53.8% |
| YTD | -30.1% | -22.2% | -7.8% | -24.9% |
| 1Y | -39.3% | -5.2% | -34.2% | -38.8% |
| 3Y | +732.7% | -34.9% | +767.7% | +771.3% |
| All | +732.7% | -33.7% | +766.4% | +771.3% |
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