+2,681.6%
CTAS vs EPAM
+1,058.6%
+1,622.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | -1.1% |
| 7D | +1.2% | +13.4% | -12.2% | -1.7% |
| 30D | +12.8% | +47.1% | -34.3% | +4.1% |
| 3M | +10.3% | +71.2% | -60.9% | -1.5% |
| 6M | +32.0% | +48.9% | -16.9% | +20.0% |
| YTD | +19.1% | -22.2% | +41.4% | +21.7% |
| 1Y | +21.5% | -5.2% | +26.6% | +19.1% |
| 3Y | +76.0% | -34.9% | +111.0% | +79.4% |
| 5Y | +110.9% | -77.4% | +188.3% | +151.4% |
| 10Y | +849.8% | +158.1% | +691.7% | +549.7% |
| All | +2,681.6% | +1,058.6% | +1,622.9% | +1,546.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling