+274.8%
CG vs EPAM
+157.4%
+117.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.2% |
| 7D | +0.2% | +2.4% | -2.2% | -0.7% |
| 30D | +11.2% | +42.3% | -31.1% | -2.6% |
| 3M | -22.1% | +60.7% | -82.7% | -34.7% |
| 6M | -17.9% | +80.5% | -98.4% | -35.3% |
| YTD | -31.3% | -20.4% | -10.9% | -28.9% |
| 1Y | -24.0% | -9.6% | -14.4% | -24.7% |
| 3Y | +45.0% | -30.5% | +75.5% | +49.6% |
| 5Y | -22.6% | -75.7% | +53.1% | +5.7% |
| All | +274.8% | +157.4% | +117.5% | +114.7% |
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