+2,362.8%
CLS vs EPAM
+1,105.1%
+1,257.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | +20.6% | -33.6% | -17.5% |
| 7D | -27.3% | +23.0% | -50.3% | -31.5% |
| 30D | -47.0% | +51.6% | -98.6% | -52.7% |
| 3M | -43.3% | +50.8% | -94.1% | -49.5% |
| 6M | -50.8% | +51.1% | -101.9% | -56.8% |
| YTD | -30.4% | -19.1% | -11.3% | -29.8% |
| 1Y | -41.7% | +3.0% | -44.7% | -44.8% |
| 3Y | +701.4% | -31.2% | +732.6% | +714.7% |
| 5Y | +1,767.8% | -76.5% | +1,844.3% | +2,169.6% |
| 10Y | +1,636.8% | +168.4% | +1,468.4% | +1,063.4% |
| All | +2,362.8% | +1,105.1% | +1,257.7% | +1,171.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling