+23.3%
CAVA vs EPAM
-48.3%
+71.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | -12.4% | -4.5% | -8.0% | -11.2% |
| 30D | -11.2% | +14.6% | -25.8% | -14.8% |
| 3M | -33.8% | +23.1% | -56.9% | -38.6% |
| 6M | -32.5% | -19.5% | -13.1% | -28.6% |
| YTD | -8.0% | -44.1% | +36.1% | +7.8% |
| 1Y | -17.1% | -25.2% | +8.1% | -12.3% |
| 3Y | +37.8% | -56.8% | +94.7% | +63.2% |
| All | +23.3% | -48.3% | +71.6% | +27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling