+377.8%
CMG vs EPAM
+1,040.5%
-662.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.6% | +5.4% | +4.1% |
| 7D | +8.6% | +9.1% | -0.5% | +6.1% |
| 30D | +13.1% | +38.5% | -25.3% | +4.8% |
| 3M | +9.0% | +61.0% | -52.0% | -2.3% |
| 6M | +10.0% | +58.0% | -48.0% | -2.3% |
| YTD | -3.4% | -23.5% | +20.1% | -0.5% |
| 1Y | +16.8% | -10.5% | +27.4% | +16.2% |
| 3Y | -14.7% | -33.8% | +19.1% | -13.0% |
| 5Y | -1.5% | -78.1% | +76.6% | +19.7% |
| 10Y | +383.6% | +157.7% | +225.9% | +244.0% |
| All | +377.8% | +1,040.5% | -662.7% | +172.0% |
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