+414.7%
CMS vs EPAM
+899.0%
-484.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.4% |
| 7D | +4.1% | +0.8% | +3.2% | +4.0% |
| 30D | +10.9% | +24.9% | -14.1% | +9.3% |
| 3M | -0.2% | +22.6% | -22.8% | -1.7% |
| 6M | -4.7% | +24.2% | -28.9% | -6.4% |
| YTD | +3.9% | -33.0% | +36.8% | +5.7% |
| 1Y | +0.4% | -13.3% | +13.7% | +0.3% |
| 3Y | +38.8% | -42.9% | +81.7% | +41.0% |
| 5Y | +37.1% | -80.8% | +117.9% | +48.6% |
| 10Y | +132.7% | +122.5% | +10.1% | +101.1% |
| All | +414.7% | +899.0% | -484.3% | +332.4% |
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