+75.7%
CART vs EPAM
-46.6%
+122.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.1% | +1.7% |
| 7D | +1.4% | +0.8% | +0.5% | +1.2% |
| 30D | +29.7% | +24.9% | +4.7% | +25.0% |
| 3M | +29.7% | +22.6% | +7.1% | +24.9% |
| 6M | +36.8% | +24.2% | +12.6% | +31.2% |
| YTD | +31.7% | -33.0% | +64.6% | +37.3% |
| 1Y | +62.4% | -13.3% | +75.7% | +64.4% |
| 3Y | +120.1% | -42.9% | +163.0% | +124.0% |
| All | +75.7% | -46.6% | +122.3% | +66.8% |
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