+820.7%
CME vs EPAM
+751.2%
+69.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | 0.0% |
| 7D | -1.6% | +2.0% | -3.5% | -1.8% |
| 30D | +6.2% | +6.5% | -0.3% | +5.2% |
| 3M | +10.4% | +19.9% | -9.5% | +7.6% |
| 6M | -9.5% | -16.9% | +7.4% | -8.3% |
| YTD | +6.0% | -42.9% | +48.9% | +11.6% |
| 1Y | +9.3% | -30.4% | +39.6% | +12.1% |
| 3Y | +57.7% | -54.7% | +112.4% | +66.2% |
| 5Y | +77.7% | -81.8% | +159.5% | +103.0% |
| 10Y | +281.2% | +65.5% | +215.8% | +193.9% |
| All | +820.7% | +751.2% | +69.5% | +499.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling