+136.0%
CMS vs EPAM
+165.6%
-29.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | -1.1% | +18.5% | -19.7% | -2.4% |
| 30D | +6.6% | +44.0% | -37.5% | +3.8% |
| 3M | +0.8% | +63.0% | -62.2% | -2.7% |
| 6M | -3.3% | +67.3% | -70.6% | -7.2% |
| YTD | +2.7% | -20.5% | +23.3% | +3.5% |
| 1Y | -4.0% | -9.6% | +5.6% | -4.3% |
| 3Y | +37.6% | -30.8% | +68.4% | +38.0% |
| 5Y | +35.4% | -75.6% | +111.1% | +49.3% |
| 10Y | +136.0% | +159.6% | -23.5% | +79.9% |
| All | +136.0% | +165.6% | -29.6% | +79.9% |
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