+36.6%
CAVA vs EPAM
-26.5%
+63.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -3.5% | +18.5% | -22.1% | -8.7% |
| 30D | +13.8% | +44.0% | -30.3% | +1.5% |
| 3M | -1.7% | +63.0% | -64.6% | -15.7% |
| 6M | -25.2% | +67.3% | -92.5% | -37.4% |
| YTD | +1.9% | -20.5% | +22.4% | +6.6% |
| 1Y | +21.4% | -9.6% | +31.0% | +21.5% |
| 3Y | +92.5% | -30.8% | +123.3% | +86.8% |
| All | +36.6% | -26.5% | +63.1% | +26.1% |
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