+25.7%
CAG vs EPAM
+1,058.6%
-1,032.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.1% | -1.5% |
| 7D | +5.8% | +13.4% | -7.6% | +4.7% |
| 30D | +16.4% | +47.1% | -30.7% | +13.0% |
| 3M | +3.8% | +71.2% | -67.4% | -0.4% |
| 6M | +10.8% | +48.9% | -38.1% | +7.0% |
| YTD | -5.8% | -22.2% | +16.4% | -5.4% |
| 1Y | -2.4% | -5.2% | +2.8% | -3.4% |
| 3Y | -33.4% | -34.9% | +1.5% | -33.3% |
| 5Y | -39.4% | -77.4% | +38.0% | -35.7% |
| 10Y | -37.5% | +158.1% | -195.6% | -50.5% |
| All | +25.7% | +1,058.6% | -1,032.9% | -7.3% |
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