+57.9%
CME vs EPAM
-54.6%
+112.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.3% |
| 7D | -1.6% | +2.0% | -3.5% | -1.6% |
| 30D | +6.2% | +6.5% | -0.3% | +6.3% |
| 3M | +10.4% | +19.9% | -9.5% | +10.3% |
| 6M | -9.5% | -16.9% | +7.4% | -10.1% |
| YTD | +6.0% | -42.9% | +48.9% | +4.7% |
| 1Y | +9.3% | -30.4% | +39.6% | +8.4% |
| All | +57.9% | -54.6% | +112.5% | +56.9% |
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