+26.1%
CAG vs EPAM
+1,040.5%
-1,014.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.8% |
| 3M | +2.4% | +61.0% | -58.6% | -1.4% |
| 6M | +10.7% | +58.0% | -47.3% | +6.5% |
| YTD | -5.5% | -23.5% | +17.9% | -5.0% |
| 1Y | -4.6% | -10.5% | +6.0% | -5.2% |
| 3Y | -34.4% | -33.8% | -0.6% | -34.4% |
| 5Y | -39.2% | -78.1% | +39.0% | -35.1% |
| 10Y | -39.0% | +157.7% | -196.7% | -51.7% |
| All | +26.1% | +1,040.5% | -1,014.4% | -6.9% |
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