+31.8%
CLX vs EPAM
+157.4%
-125.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | +9.5% | +2.4% | +7.1% | +9.3% |
| 30D | +30.7% | +42.3% | -11.6% | +27.3% |
| 3M | +4.2% | +60.7% | -56.4% | +0.6% |
| 6M | +22.1% | +80.5% | -58.4% | +16.6% |
| YTD | +14.1% | -20.4% | +34.4% | +14.5% |
| 1Y | +10.3% | -9.6% | +19.9% | +9.7% |
| 3Y | -7.8% | -30.5% | +22.7% | -7.9% |
| 5Y | -20.8% | -75.7% | +54.9% | -15.6% |
| All | +31.8% | +157.4% | -125.6% | -2.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling