+38.8%
CAVA vs EPAM
-47.2%
+85.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -0.8% |
| 7D | -9.2% | +2.0% | -11.2% | -9.8% |
| 30D | -8.2% | +6.5% | -14.7% | -10.2% |
| 3M | -15.3% | +19.9% | -35.2% | -20.8% |
| 6M | -23.6% | -16.9% | -6.7% | -20.0% |
| YTD | +3.5% | -42.9% | +46.4% | +20.5% |
| 1Y | -7.9% | -30.4% | +22.5% | -0.2% |
| 3Y | +38.7% | -54.7% | +93.4% | +59.4% |
| All | +38.8% | -47.2% | +85.9% | +42.6% |
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 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