+11.7%
CMI vs EPAM
-15.2%
+26.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.6% | -5.2% | -5.8% |
| 7D | -11.2% | +0.8% | -12.0% | -11.1% |
| 30D | -9.8% | +24.9% | -34.8% | -8.1% |
| 3M | -25.5% | +22.6% | -48.1% | -24.0% |
| 6M | -27.7% | +24.2% | -51.9% | -23.3% |
| YTD | -6.6% | -33.0% | +26.3% | +6.5% |
| 1Y | +11.7% | -13.3% | +25.0% | +3.1% |
| All | +11.7% | -15.2% | +26.9% | +3.1% |
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