+58.8%
CART vs EPAM
+4.5%
+54.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +20.6% | -23.0% | -5.9% |
| 7D | +1.2% | +23.0% | -21.8% | -3.0% |
| 30D | +27.1% | +51.6% | -24.5% | +16.2% |
| 3M | +27.4% | +50.8% | -23.4% | +15.7% |
| 6M | +32.1% | +51.1% | -19.0% | +21.2% |
| YTD | +28.5% | -19.1% | +47.6% | +40.9% |
| 1Y | +58.8% | +3.0% | +55.8% | +69.5% |
| All | +58.8% | +4.5% | +54.3% | +69.5% |
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