-2.5%
CMG vs EPAM
-81.9%
+79.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.7% | -1.2% |
| 7D | -2.8% | +2.0% | -4.8% | -3.2% |
| 30D | +7.1% | +6.5% | +0.6% | +5.7% |
| 3M | +31.2% | +19.9% | +11.2% | +25.9% |
| 6M | +0.7% | -16.9% | +17.6% | +2.9% |
| YTD | -0.1% | -42.9% | +42.8% | +8.3% |
| 1Y | -10.7% | -30.4% | +19.6% | -6.7% |
| 3Y | -4.7% | -54.7% | +50.1% | +3.8% |
| All | -2.5% | -81.9% | +79.4% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling