+394.1%
CMG vs EPAM
+751.2%
-357.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.7% | -1.1% |
| 7D | -2.8% | +2.0% | -4.8% | -3.2% |
| 30D | +7.1% | +6.5% | +0.6% | +5.3% |
| 3M | +31.2% | +19.9% | +11.2% | +24.7% |
| 6M | +0.7% | -16.9% | +17.6% | +3.4% |
| YTD | -0.1% | -42.9% | +42.8% | +10.3% |
| 1Y | -10.7% | -30.4% | +19.6% | -5.8% |
| 3Y | -4.7% | -54.7% | +50.1% | +6.1% |
| 5Y | -3.8% | -81.8% | +78.1% | +21.8% |
| 10Y | +352.5% | +65.5% | +287.0% | +252.8% |
| All | +394.1% | +751.2% | -357.1% | +201.6% |
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