+25.6%
CTAS vs EPAM
-15.2%
+40.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.4% |
| 7D | +7.6% | +0.8% | +6.8% | +7.5% |
| 30D | +17.2% | +24.9% | -7.7% | +14.4% |
| 3M | +12.8% | +22.6% | -9.8% | +9.9% |
| 6M | +38.0% | +24.2% | +13.8% | +31.8% |
| YTD | +22.7% | -33.0% | +55.7% | +19.6% |
| 1Y | +25.6% | -13.3% | +39.0% | +21.8% |
| All | +25.6% | -15.2% | +40.8% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling