+650.2%
CTAS vs EPAM
+65.3%
+584.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.2% |
| 7D | -1.8% | +2.0% | -3.8% | -2.2% |
| 30D | -0.2% | +6.5% | -6.7% | -2.0% |
| 3M | +11.7% | +19.9% | -8.2% | +6.4% |
| 6M | +0.7% | -16.9% | +17.6% | +3.4% |
| YTD | +7.4% | -42.9% | +50.3% | +18.4% |
| 1Y | -2.1% | -30.4% | +28.3% | +2.7% |
| 3Y | +62.9% | -54.7% | +117.7% | +81.1% |
| 5Y | +111.9% | -81.8% | +193.7% | +181.0% |
| All | +650.2% | +65.3% | +584.9% | +320.6% |
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