+263.0%
CVX vs EPAM
+1,058.6%
-795.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +0.3% |
| 7D | -9.7% | +13.4% | -23.1% | -11.3% |
| 30D | +3.6% | +47.1% | -43.4% | -1.3% |
| 3M | +13.3% | +71.2% | -57.8% | +5.9% |
| 6M | +16.9% | +48.9% | -32.0% | +10.3% |
| YTD | +43.4% | -22.2% | +65.6% | +45.2% |
| 1Y | +44.5% | -5.2% | +49.7% | +42.6% |
| 3Y | +64.0% | -34.9% | +98.9% | +65.6% |
| 5Y | +126.4% | -77.4% | +203.8% | +153.8% |
| 10Y | +209.4% | +158.1% | +51.3% | +128.1% |
| All | +263.0% | +1,058.6% | -795.6% | +143.5% |
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