+461.4%
CMI vs EPAM
+1,040.5%
-579.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +3.9% |
| 7D | -6.8% | +9.1% | -15.9% | -8.5% |
| 30D | -10.9% | +38.5% | -49.4% | -15.9% |
| 3M | -27.3% | +61.0% | -88.3% | -33.3% |
| 6M | -30.9% | +58.0% | -88.9% | -37.3% |
| YTD | -7.7% | -23.5% | +15.8% | -5.5% |
| 1Y | 0.0% | -10.5% | +10.5% | -0.6% |
| 3Y | +130.1% | -33.8% | +163.9% | +134.6% |
| 5Y | +121.5% | -78.1% | +199.6% | +156.9% |
| 10Y | +339.4% | +157.7% | +181.6% | +200.1% |
| All | +461.4% | +1,040.5% | -579.1% | +197.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling