+135.8%
CVE vs EPAM
+180.9%
-45.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +20.6% | -23.4% | -6.2% |
| 7D | -14.1% | +23.0% | -37.1% | -17.5% |
| 30D | -11.6% | +51.6% | -63.2% | -18.3% |
| 3M | 0.0% | +50.8% | -50.8% | -7.9% |
| 6M | -8.4% | +51.1% | -59.5% | -16.4% |
| YTD | +65.9% | -19.1% | +85.0% | +68.4% |
| 1Y | +69.4% | +3.0% | +66.4% | +63.7% |
| 3Y | +55.9% | -31.2% | +87.1% | +57.4% |
| 5Y | +146.2% | -76.5% | +222.7% | +210.4% |
| All | +135.8% | +180.9% | -45.1% | +31.7% |
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