-32.0%
CLX vs EPAM
-54.6%
+22.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.2% |
| 7D | -9.2% | +2.0% | -11.2% | -9.3% |
| 30D | -11.0% | +6.5% | -17.6% | -11.5% |
| 3M | +5.0% | +19.9% | -14.9% | +3.7% |
| 6M | -18.8% | -16.9% | -1.9% | -18.6% |
| YTD | -4.4% | -42.9% | +38.5% | -2.5% |
| 1Y | -21.9% | -30.4% | +8.5% | -21.5% |
| All | -32.0% | -54.6% | +22.6% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling