+910.4%
CME vs EPAM
+1,105.1%
-194.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +20.6% | -21.0% | -2.7% |
| 7D | +3.7% | +23.0% | -19.4% | +1.0% |
| 30D | +13.7% | +51.6% | -37.9% | +8.2% |
| 3M | +16.6% | +50.8% | -34.2% | +10.6% |
| 6M | +8.2% | +51.1% | -43.0% | +2.2% |
| YTD | +16.3% | -19.1% | +35.5% | +17.3% |
| 1Y | +19.1% | +3.0% | +16.1% | +16.6% |
| 3Y | +67.4% | -31.2% | +98.5% | +67.6% |
| 5Y | +71.0% | -76.5% | +147.5% | +90.9% |
| 10Y | +338.9% | +168.4% | +170.5% | +219.5% |
| All | +910.4% | +1,105.1% | -194.7% | +530.3% |
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