+595.3%
CAT vs EPAM
+1,105.1%
-509.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +20.6% | -27.0% | -9.2% |
| 7D | -14.5% | +23.0% | -37.5% | -17.4% |
| 30D | -35.7% | +51.6% | -87.3% | -39.8% |
| 3M | -36.3% | +50.8% | -87.1% | -40.6% |
| 6M | -38.5% | +51.1% | -89.7% | -43.3% |
| YTD | -2.5% | -19.1% | +16.6% | -1.2% |
| 1Y | -1.9% | +3.0% | -4.9% | -4.8% |
| 3Y | +139.2% | -31.2% | +170.4% | +142.7% |
| 5Y | +192.1% | -76.5% | +268.6% | +234.8% |
| 10Y | +732.3% | +168.4% | +563.8% | +478.9% |
| All | +595.3% | +1,105.1% | -509.8% | +291.9% |
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