+322.3%
CMG vs EPAM
+63.0%
+259.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | -6.5% | -2.2% | -4.3% | -6.0% |
| 30D | +12.1% | +17.8% | -5.7% | +7.8% |
| 3M | +20.6% | +19.9% | +0.7% | +14.1% |
| 6M | +2.1% | -21.6% | +23.7% | +6.7% |
| YTD | -2.6% | -44.0% | +41.4% | +9.2% |
| 1Y | -8.7% | -30.5% | +21.8% | -3.1% |
| 3Y | -7.4% | -56.8% | +49.4% | +5.4% |
| 5Y | -5.7% | -81.7% | +76.0% | +26.2% |
| 10Y | +322.3% | +68.4% | +253.9% | +199.3% |
| All | +322.3% | +63.0% | +259.3% | +199.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling