+574.8%
CMI vs EPAM
+751.2%
-176.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.4% | +5.2% | +3.2% |
| 7D | -0.7% | +2.0% | -2.7% | -1.1% |
| 30D | -13.4% | +6.5% | -20.0% | -14.7% |
| 3M | -17.0% | +19.9% | -36.9% | -20.4% |
| 6M | -1.6% | -16.9% | +15.3% | 0.0% |
| YTD | +11.0% | -42.9% | +53.9% | +19.9% |
| 1Y | +41.9% | -30.4% | +72.3% | +47.5% |
| 3Y | +151.8% | -54.7% | +206.5% | +174.9% |
| 5Y | +163.6% | -81.8% | +245.4% | +214.5% |
| 10Y | +472.9% | +65.5% | +407.5% | +322.7% |
| All | +574.8% | +751.2% | -176.4% | +278.0% |
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 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