+110.3%
CLX vs EPAM
+751.2%
-640.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.2% |
| 7D | -9.2% | +2.0% | -11.2% | -9.4% |
| 30D | -11.0% | +6.5% | -17.6% | -11.5% |
| 3M | +5.0% | +19.9% | -14.9% | +3.6% |
| 6M | -18.8% | -16.9% | -1.9% | -18.3% |
| YTD | -4.4% | -42.9% | +38.5% | -1.8% |
| 1Y | -21.9% | -30.4% | +8.5% | -20.8% |
| 3Y | -32.8% | -54.7% | +22.0% | -30.8% |
| 5Y | -34.6% | -81.8% | +47.3% | -30.3% |
| 10Y | -4.7% | +65.5% | -70.1% | -14.6% |
| All | +110.3% | +751.2% | -640.9% | +81.1% |
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 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