+51.5%
CART vs EPAM
-54.5%
+106.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.9% |
| 7D | +1.0% | +2.0% | -0.9% | +0.7% |
| 30D | +12.6% | +6.5% | +6.1% | +11.2% |
| 3M | +23.1% | +19.9% | +3.2% | +19.2% |
| 6M | +39.5% | -16.9% | +56.5% | +42.4% |
| YTD | +13.5% | -42.9% | +56.4% | +21.8% |
| 1Y | +14.9% | -30.4% | +45.2% | +20.2% |
| All | +51.5% | -54.5% | +106.0% | +47.9% |
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