+4.5%
CVE vs EPAM
+899.0%
-894.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.6% | -7.1% | -7.5% |
| 7D | -12.1% | +0.8% | -12.9% | -12.2% |
| 30D | -9.8% | +24.9% | -34.7% | -13.2% |
| 3M | -0.7% | +22.6% | -23.3% | -4.6% |
| 6M | -4.3% | +24.2% | -28.5% | -9.0% |
| YTD | +70.6% | -33.0% | +103.6% | +78.6% |
| 1Y | +73.2% | -13.3% | +86.5% | +72.9% |
| 3Y | +60.3% | -42.9% | +103.3% | +67.3% |
| 5Y | +159.3% | -80.8% | +240.1% | +214.6% |
| 10Y | +147.4% | +122.5% | +24.9% | +71.1% |
| All | +4.5% | +899.0% | -894.5% | -42.1% |
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 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