-12.9%
CLX vs EPAM
-31.1%
+18.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +20.6% | -20.1% | -0.4% |
| 7D | +12.4% | +23.0% | -10.6% | +11.2% |
| 30D | +21.1% | +51.6% | -30.5% | +18.6% |
| 3M | -3.3% | +50.8% | -54.1% | -5.4% |
| 6M | +18.8% | +51.1% | -32.3% | +15.8% |
| YTD | +3.9% | -19.1% | +23.0% | +3.0% |
| 1Y | -3.8% | +3.0% | -6.8% | -5.7% |
| All | -12.9% | -31.1% | +18.1% | -14.1% |
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