+360.3%
CMG vs EPAM
+1,058.6%
-698.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.1% | -1.9% |
| 7D | +8.0% | +13.4% | -5.4% | +4.6% |
| 30D | +11.9% | +47.1% | -35.2% | +2.4% |
| 3M | +2.1% | +71.2% | -69.0% | -9.7% |
| 6M | +5.2% | +48.9% | -43.8% | -5.4% |
| YTD | -6.9% | -22.2% | +15.3% | -4.5% |
| 1Y | +12.7% | -5.2% | +17.8% | +10.6% |
| 3Y | -16.8% | -34.9% | +18.2% | -14.8% |
| 5Y | -4.1% | -77.4% | +73.3% | +15.7% |
| 10Y | +364.7% | +158.1% | +206.7% | +230.2% |
| All | +360.3% | +1,058.6% | -698.3% | +161.2% |
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