+328.9%
CME vs EPAM
+170.1%
+158.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.4% | 0.0% |
| 7D | +0.9% | +13.4% | -12.5% | -0.8% |
| 30D | +13.2% | +47.1% | -33.9% | +8.0% |
| 3M | +16.3% | +71.2% | -54.9% | +8.9% |
| 6M | +7.1% | +48.9% | -41.8% | +1.3% |
| YTD | +15.8% | -22.2% | +38.1% | +17.4% |
| 1Y | +17.1% | -5.2% | +22.2% | +15.7% |
| 3Y | +63.2% | -34.9% | +98.1% | +64.7% |
| 5Y | +70.2% | -77.4% | +147.6% | +100.6% |
| All | +328.9% | +170.1% | +158.8% | +175.5% |
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