+324.8%
CMI vs EPAM
+168.6%
+156.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.7% | -7.3% | -3.3% |
| 7D | -9.3% | +18.8% | -28.1% | -12.1% |
| 30D | -13.2% | +44.9% | -58.2% | -18.7% |
| 3M | -28.2% | +68.6% | -96.8% | -34.6% |
| 6M | -32.7% | +65.4% | -98.1% | -39.4% |
| YTD | -10.1% | -19.9% | +9.8% | -8.2% |
| 1Y | -4.9% | -10.0% | +5.2% | -5.0% |
| 3Y | +120.4% | -30.3% | +150.6% | +123.7% |
| 5Y | +114.3% | -75.7% | +189.9% | +151.9% |
| 10Y | +324.8% | +167.2% | +157.6% | +146.4% |
| All | +324.8% | +168.6% | +156.2% | +146.4% |
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