+356.0%
CG vs EPAM
+66.7%
+289.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.7% | -0.8% |
| 7D | -4.3% | +2.0% | -6.3% | -5.0% |
| 30D | -5.1% | +6.5% | -11.6% | -7.7% |
| 3M | +8.7% | +19.9% | -11.3% | +0.5% |
| 6M | -9.2% | -16.9% | +7.7% | -5.3% |
| YTD | -18.9% | -42.9% | +24.0% | -4.5% |
| 1Y | -25.6% | -30.4% | +4.7% | -18.8% |
| 3Y | +57.3% | -54.7% | +112.0% | +90.6% |
| 5Y | +10.2% | -81.8% | +92.0% | +67.4% |
| All | +356.0% | +66.7% | +289.3% | +188.3% |
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