+74.1%
CTAS vs EPAM
-36.8%
+110.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +1.9% | +0.5% |
| 7D | -0.7% | +9.1% | -9.8% | -1.9% |
| 30D | +10.3% | +38.5% | -28.2% | +5.9% |
| 3M | +10.2% | +61.0% | -50.8% | +3.8% |
| 6M | +34.4% | +58.0% | -23.7% | +25.9% |
| YTD | +19.6% | -23.5% | +43.0% | +20.4% |
| 1Y | +21.8% | -10.5% | +32.3% | +20.3% |
| 3Y | +74.1% | -33.8% | +108.0% | +74.1% |
| All | +74.1% | -36.8% | +110.9% | +74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling