+66.4%
CME vs EPAM
-30.1%
+96.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +3.9% | +2.4% | +1.5% | +3.9% |
| 30D | +11.3% | +42.3% | -31.0% | +11.1% |
| 3M | +19.6% | +60.7% | -41.1% | +19.4% |
| 6M | +8.1% | +80.5% | -72.4% | +7.9% |
| YTD | +20.4% | -20.4% | +40.8% | +18.3% |
| 1Y | +16.5% | -9.6% | +26.1% | +14.9% |
| 3Y | +66.4% | -30.5% | +96.9% | +74.4% |
| All | +66.4% | -30.1% | +96.5% | +74.4% |
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