+115.4%
CMS vs EPAM
+65.3%
+50.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | 0.0% |
| 7D | +0.4% | +2.0% | -1.6% | +0.2% |
| 30D | -3.6% | +6.5% | -10.1% | -4.1% |
| 3M | -1.9% | +19.9% | -21.8% | -3.4% |
| 6M | -11.0% | -16.9% | +6.0% | -10.2% |
| YTD | +0.2% | -42.9% | +43.1% | +3.4% |
| 1Y | -1.3% | -30.4% | +29.1% | +0.2% |
| 3Y | +35.9% | -54.7% | +90.7% | +40.8% |
| 5Y | +23.1% | -81.8% | +104.9% | +37.6% |
| All | +115.4% | +65.3% | +50.1% | +70.7% |
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