+728.5%
CLS vs EPAM
-31.1%
+759.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | +20.6% | -33.6% | -15.4% |
| 7D | -27.3% | +23.0% | -50.3% | -29.6% |
| 30D | -47.0% | +51.6% | -98.6% | -50.8% |
| 3M | -43.3% | +50.8% | -94.1% | -47.5% |
| 6M | -50.8% | +51.1% | -101.9% | -54.4% |
| YTD | -30.4% | -19.1% | -11.3% | -25.6% |
| 1Y | -41.7% | +3.0% | -44.7% | -42.2% |
| All | +728.5% | -31.1% | +759.6% | +763.2% |
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