-39.0%
CAG vs EPAM
+163.7%
-202.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.4% |
| 7D | +4.6% | +9.1% | -4.5% | +3.8% |
| 30D | +14.7% | +38.5% | -23.8% | +12.0% |
| 3M | +2.4% | +61.0% | -58.6% | -1.1% |
| 6M | +10.7% | +58.0% | -47.3% | +6.8% |
| YTD | -5.5% | -23.5% | +17.9% | -5.3% |
| 1Y | -4.6% | -10.5% | +6.0% | -5.3% |
| 3Y | -34.4% | -33.8% | -0.6% | -34.6% |
| 5Y | -39.2% | -78.1% | +39.0% | -34.5% |
| 10Y | -39.0% | +157.7% | -196.7% | -55.6% |
| All | -39.0% | +163.7% | -202.6% | -55.6% |
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