+10.9%
CMG vs EPAM
-15.2%
+26.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.6% | +6.4% | +5.9% |
| 7D | +22.5% | +0.8% | +21.7% | +22.3% |
| 30D | +14.1% | +24.9% | -10.8% | +9.8% |
| 3M | +4.1% | +22.6% | -18.5% | +0.3% |
| 6M | +10.1% | +24.2% | -14.1% | +5.0% |
| YTD | -4.9% | -33.0% | +28.1% | -1.5% |
| 1Y | +10.9% | -13.3% | +24.2% | +19.8% |
| All | +10.9% | -15.2% | +26.1% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling