+1,884.8%
CLS vs EPAM
-76.7%
+1,961.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.7% | -4.2% | -0.3% |
| 7D | -13.9% | +18.8% | -32.7% | -17.1% |
| 30D | -38.2% | +44.9% | -83.1% | -43.0% |
| 3M | -28.8% | +68.6% | -97.4% | -36.8% |
| 6M | -40.4% | +65.4% | -105.8% | -47.3% |
| YTD | -24.3% | -19.9% | -4.4% | -22.5% |
| 1Y | -35.0% | -10.0% | -25.0% | -35.3% |
| 3Y | +778.7% | -30.3% | +808.9% | +799.4% |
| 5Y | +1,884.8% | -75.7% | +1,960.5% | +2,116.6% |
| All | +1,884.8% | -76.7% | +1,961.6% | +2,116.6% |
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