+305.9%
CG vs EPAM
+168.6%
+137.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.7% | -6.1% | -2.9% |
| 7D | +2.0% | +18.8% | -16.8% | -5.0% |
| 30D | +8.5% | +44.9% | -36.4% | -5.5% |
| 3M | -12.1% | +68.6% | -80.7% | -27.5% |
| 6M | -16.4% | +65.4% | -81.9% | -32.1% |
| YTD | -28.0% | -19.9% | -8.1% | -25.6% |
| 1Y | -18.9% | -10.0% | -8.9% | -19.5% |
| 3Y | +51.2% | -30.3% | +81.5% | +56.0% |
| 5Y | -15.9% | -75.7% | +59.8% | +14.9% |
| 10Y | +305.9% | +167.2% | +138.7% | +133.2% |
| All | +305.9% | +168.6% | +137.3% | +133.2% |
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