+130.1%
CMI vs EPAM
-36.8%
+166.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +3.7% |
| 7D | -6.8% | +9.1% | -15.9% | -7.5% |
| 30D | -10.9% | +38.5% | -49.4% | -13.4% |
| 3M | -27.3% | +61.0% | -88.3% | -30.6% |
| 6M | -30.9% | +58.0% | -88.9% | -34.3% |
| YTD | -7.7% | -23.5% | +15.8% | +0.3% |
| 1Y | 0.0% | -10.5% | +10.5% | +4.8% |
| 3Y | +130.1% | -33.8% | +163.9% | +131.4% |
| All | +130.1% | -36.8% | +166.8% | +131.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling