+23.6%
CTAS vs EPAM
-10.0%
+33.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -0.8% | +18.5% | -19.3% | -2.6% |
| 30D | +10.7% | +44.0% | -33.3% | +6.3% |
| 3M | +11.0% | +63.0% | -52.0% | +5.0% |
| 6M | +38.7% | +67.3% | -28.5% | +29.1% |
| YTD | +21.8% | -20.5% | +42.3% | +16.3% |
| 1Y | +23.6% | -9.6% | +33.2% | +14.4% |
| All | +23.6% | -10.0% | +33.6% | +14.4% |
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 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