-16.0%
CAG vs EPAM
-30.2%
+14.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.9% |
| 7D | -6.6% | -2.2% | -4.5% | -6.4% |
| 30D | +2.3% | +17.8% | -15.5% | +0.8% |
| 3M | +16.3% | +19.9% | -3.6% | +13.2% |
| 6M | -16.0% | -21.6% | +5.6% | -18.9% |
| YTD | -7.7% | -44.0% | +36.3% | -12.7% |
| 1Y | -16.0% | -30.5% | +14.5% | -20.5% |
| All | -16.0% | -30.2% | +14.2% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling