+320.1%
CG vs EPAM
+163.7%
+156.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.6% | +8.1% | +7.1% |
| 7D | +3.0% | +9.1% | -6.0% | -1.2% |
| 30D | +10.1% | +38.5% | -28.4% | -2.7% |
| 3M | -10.8% | +61.0% | -71.8% | -25.3% |
| 6M | -15.2% | +58.0% | -73.3% | -30.0% |
| YTD | -26.9% | -23.5% | -3.5% | -23.3% |
| 1Y | -17.0% | -10.5% | -6.5% | -17.6% |
| 3Y | +54.6% | -33.8% | +88.5% | +62.3% |
| 5Y | -16.7% | -78.1% | +61.4% | +18.7% |
| 10Y | +320.1% | +157.7% | +162.4% | +143.4% |
| All | +320.1% | +163.7% | +156.4% | +143.4% |
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