-25.6%
CG vs EPAM
-32.1%
+6.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.7% | -1.1% |
| 7D | -4.3% | +2.0% | -6.3% | -4.7% |
| 30D | -5.1% | +6.5% | -11.6% | -6.8% |
| 3M | +8.7% | +19.9% | -11.3% | +3.7% |
| 6M | -9.2% | -16.9% | +7.7% | -2.8% |
| YTD | -18.9% | -42.9% | +24.0% | -3.6% |
| 1Y | -25.6% | -30.4% | +4.7% | -17.5% |
| All | -25.6% | -32.1% | +6.5% | -17.5% |
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