+59.9%
CME vs EPAM
-36.8%
+96.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | -0.4% |
| 7D | -0.6% | +9.1% | -9.6% | -0.6% |
| 30D | +8.5% | +38.5% | -29.9% | +8.4% |
| 3M | +16.0% | +61.0% | -44.9% | +15.9% |
| 6M | +9.3% | +58.0% | -48.7% | +9.0% |
| YTD | +15.3% | -23.5% | +38.8% | +13.3% |
| 1Y | +14.4% | -10.5% | +25.0% | +13.0% |
| 3Y | +59.9% | -33.8% | +93.8% | +68.6% |
| All | +59.9% | -36.8% | +96.7% | +68.6% |
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 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