+3,640.7%
CLS vs EPAM
+751.2%
+2,889.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.4% |
| 7D | +4.6% | +2.0% | +2.6% | +4.1% |
| 30D | -13.9% | +6.5% | -20.4% | -15.2% |
| 3M | -26.6% | +19.9% | -46.5% | -30.4% |
| 6M | +15.4% | -16.9% | +32.3% | +18.8% |
| YTD | +5.7% | -42.9% | +48.5% | +17.9% |
| 1Y | +41.1% | -30.4% | +71.5% | +48.9% |
| 3Y | +1,228.6% | -54.7% | +1,283.3% | +1,419.8% |
| 5Y | +3,240.6% | -81.8% | +3,322.5% | +4,264.8% |
| 10Y | +2,760.3% | +65.5% | +2,694.9% | +2,070.6% |
| All | +3,640.7% | +751.2% | +2,889.5% | +2,035.9% |
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