+18.8%
CLX vs EPAM
+180.9%
-162.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +20.6% | -20.1% | -0.9% |
| 7D | +12.4% | +23.0% | -10.6% | +10.7% |
| 30D | +21.1% | +51.6% | -30.5% | +17.5% |
| 3M | -3.3% | +50.8% | -54.1% | -6.3% |
| 6M | +18.8% | +51.1% | -32.3% | +14.8% |
| YTD | +3.9% | -19.1% | +23.0% | +4.2% |
| 1Y | -3.8% | +3.0% | -6.8% | -5.2% |
| 3Y | -10.5% | -31.2% | +20.6% | -10.5% |
| 5Y | -26.7% | -76.5% | +49.8% | -21.4% |
| All | +18.8% | +180.9% | -162.1% | -11.8% |
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