-1.1%
CAT vs EPAM
-4.9%
+3.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +0.2% |
| 7D | -10.3% | +13.4% | -23.7% | -7.5% |
| 30D | -31.2% | +47.1% | -78.3% | -25.8% |
| 3M | -34.7% | +71.2% | -105.8% | -27.6% |
| 6M | -39.5% | +48.9% | -88.4% | -31.6% |
| YTD | -1.7% | -22.2% | +20.6% | +10.1% |
| 1Y | -1.1% | -5.2% | +4.0% | +6.2% |
| All | -1.1% | -4.9% | +3.8% | +6.2% |
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