+169.5%
CMI vs EPAM
-81.7%
+251.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.3% |
| 7D | +1.9% | -0.9% | +2.8% | +2.0% |
| 30D | -12.5% | +18.4% | -30.9% | -14.2% |
| 3M | -16.2% | +19.2% | -35.4% | -18.4% |
| 6M | +4.9% | -21.0% | +25.8% | +7.5% |
| YTD | +11.1% | -43.7% | +54.9% | +19.0% |
| 1Y | +43.4% | -29.9% | +73.3% | +48.5% |
| 3Y | +154.1% | -56.5% | +210.6% | +173.2% |
| 5Y | +169.5% | -81.7% | +251.2% | +183.0% |
| All | +169.5% | -81.7% | +251.2% | +183.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling