+39.9%
CMS vs EPAM
-31.1%
+71.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +20.6% | -21.1% | -0.5% |
| 7D | +1.7% | +23.0% | -21.3% | +1.6% |
| 30D | +8.6% | +51.6% | -43.0% | +8.4% |
| 3M | -0.5% | +50.8% | -51.3% | -0.7% |
| 6M | -4.2% | +51.1% | -55.3% | -4.4% |
| YTD | +3.4% | -19.1% | +22.6% | +3.3% |
| 1Y | +0.4% | +3.0% | -2.5% | -0.1% |
| All | +39.9% | -31.1% | +71.0% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling