+512.2%
CMI vs EPAM
+63.0%
+449.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +0.7% | -2.2% | +2.9% | +1.0% |
| 30D | -12.3% | +17.8% | -30.1% | -14.8% |
| 3M | -16.8% | +19.9% | -36.7% | -20.3% |
| 6M | +1.5% | -21.6% | +23.1% | +4.6% |
| YTD | +9.8% | -44.0% | +53.8% | +19.7% |
| 1Y | +42.6% | -30.5% | +73.1% | +48.7% |
| 3Y | +151.0% | -56.8% | +207.8% | +177.6% |
| 5Y | +167.0% | -81.7% | +248.7% | +225.9% |
| 10Y | +512.2% | +68.4% | +443.7% | +293.5% |
| All | +512.2% | +63.0% | +449.1% | +293.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling