+12.3%
CMG vs EPAM
-9.2%
+21.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.1% |
| 7D | -0.6% | -1.1% | +0.5% | -0.5% |
| 30D | +15.9% | +41.8% | -26.0% | +8.9% |
| 3M | +7.8% | +63.4% | -55.6% | -1.2% |
| 6M | +7.7% | +72.2% | -64.5% | -3.9% |
| YTD | -4.9% | -20.0% | +15.1% | -3.2% |
| 1Y | +12.3% | -9.0% | +21.3% | +9.9% |
| All | +12.3% | -9.2% | +21.5% | +9.9% |
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 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