+1,980.9%
CLS vs EPAM
-75.7%
+2,056.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.3% |
| 7D | +16.3% | +2.4% | +13.9% | +15.8% |
| 30D | -25.7% | +42.3% | -68.0% | -31.3% |
| 3M | -30.9% | +60.7% | -91.5% | -38.0% |
| 6M | -35.5% | +80.5% | -116.0% | -44.1% |
| YTD | -18.7% | -20.4% | +1.7% | -16.7% |
| 1Y | -17.9% | -9.6% | -8.3% | -18.4% |
| 3Y | +838.1% | -30.5% | +868.6% | +860.6% |
| All | +1,980.9% | -75.7% | +2,056.6% | +2,223.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling