+2,732.2%
CTAS vs EPAM
+1,105.1%
+1,627.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +20.6% | -21.8% | -5.1% |
| 7D | +3.8% | +23.0% | -19.2% | -0.7% |
| 30D | +15.5% | +51.6% | -36.0% | +6.0% |
| 3M | +12.7% | +50.8% | -38.1% | +2.9% |
| 6M | +34.5% | +51.1% | -16.6% | +21.9% |
| YTD | +21.3% | -19.1% | +40.4% | +23.0% |
| 1Y | +23.1% | +3.0% | +20.1% | +18.7% |
| 3Y | +79.3% | -31.2% | +110.5% | +80.7% |
| 5Y | +114.7% | -76.5% | +191.2% | +154.1% |
| 10Y | +867.1% | +168.4% | +698.7% | +556.6% |
| All | +2,732.2% | +1,105.1% | +1,627.1% | +1,564.0% |
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