-33.8%
CAG vs EPAM
+63.0%
-96.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.9% |
| 7D | -6.6% | -2.2% | -4.5% | -6.5% |
| 30D | +2.3% | +17.8% | -15.5% | +1.2% |
| 3M | +16.3% | +19.9% | -3.6% | +14.6% |
| 6M | -16.0% | -21.6% | +5.6% | -15.2% |
| YTD | -7.7% | -44.0% | +36.3% | -5.3% |
| 1Y | -16.0% | -30.5% | +14.5% | -15.1% |
| 3Y | -37.7% | -56.8% | +19.1% | -35.9% |
| 5Y | -41.2% | -81.7% | +40.5% | -36.6% |
| 10Y | -33.8% | +68.4% | -102.2% | -49.4% |
| All | -33.8% | +63.0% | -96.8% | -49.4% |
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