+3,269.5%
CLS vs EPAM
-81.9%
+3,351.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.3% |
| 7D | +4.6% | +2.0% | +2.6% | +4.2% |
| 30D | -13.9% | +6.5% | -20.4% | -15.0% |
| 3M | -26.6% | +19.9% | -46.5% | -29.8% |
| 6M | +15.4% | -16.9% | +32.3% | +18.9% |
| YTD | +5.7% | -42.9% | +48.5% | +17.0% |
| 1Y | +41.1% | -30.4% | +71.5% | +48.6% |
| 3Y | +1,228.6% | -54.7% | +1,283.3% | +1,399.8% |
| All | +3,269.5% | -81.9% | +3,351.4% | +3,999.6% |
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