+15.8%
CME vs EPAM
-7.6%
+23.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.7% | -3.2% | +1.3% |
| 7D | +1.7% | +18.8% | -17.1% | +0.7% |
| 30D | +10.2% | +44.9% | -34.8% | +8.2% |
| 3M | +17.8% | +68.6% | -50.8% | +15.1% |
| 6M | +11.0% | +65.4% | -54.4% | +7.6% |
| YTD | +17.0% | -19.9% | +36.9% | +13.7% |
| 1Y | +15.8% | -10.0% | +25.8% | +17.6% |
| All | +15.8% | -7.6% | +23.4% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling