+332.6%
CMI vs EPAM
+157.4%
+175.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +0.5% | +2.4% | -1.9% | +0.1% |
| 30D | -14.0% | +42.3% | -56.4% | -19.2% |
| 3M | -28.1% | +60.7% | -88.8% | -34.1% |
| 6M | -35.8% | +80.5% | -116.3% | -43.2% |
| YTD | -10.5% | -20.4% | +9.9% | -8.5% |
| 1Y | -1.9% | -9.6% | +7.7% | -2.1% |
| 3Y | +121.0% | -30.5% | +151.5% | +124.4% |
| 5Y | +114.6% | -75.7% | +190.3% | +152.1% |
| All | +332.6% | +157.4% | +175.2% | +151.5% |
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