+132.3%
CMS vs EPAM
+163.7%
-31.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.6% |
| 7D | -0.9% | +9.1% | -10.0% | -1.6% |
| 30D | +7.1% | +38.5% | -31.4% | +4.6% |
| 3M | -1.3% | +61.0% | -62.2% | -4.6% |
| 6M | -2.7% | +58.0% | -60.7% | -6.2% |
| YTD | +2.6% | -23.5% | +26.1% | +3.6% |
| 1Y | -2.0% | -10.5% | +8.5% | -2.3% |
| 3Y | +39.6% | -33.8% | +73.5% | +40.5% |
| 5Y | +35.3% | -78.1% | +113.5% | +51.5% |
| 10Y | +132.3% | +157.7% | -25.4% | +76.9% |
| All | +132.3% | +163.7% | -31.4% | +76.9% |
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