+820.2%
CTAS vs EPAM
+165.6%
+654.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -0.8% | +18.5% | -19.3% | -4.8% |
| 30D | +10.7% | +44.0% | -33.3% | +1.9% |
| 3M | +11.0% | +63.0% | -52.0% | -0.9% |
| 6M | +38.7% | +67.3% | -28.5% | +21.9% |
| YTD | +21.8% | -20.5% | +42.3% | +24.1% |
| 1Y | +23.6% | -9.6% | +33.2% | +22.3% |
| 3Y | +74.9% | -30.8% | +105.8% | +76.0% |
| 5Y | +119.5% | -75.6% | +195.1% | +175.2% |
| 10Y | +820.2% | +159.6% | +660.6% | +367.6% |
| All | +820.2% | +165.6% | +654.6% | +367.6% |
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