+51.2%
CG vs EPAM
-31.1%
+82.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +20.6% | -27.2% | -11.8% |
| 7D | -1.5% | +23.0% | -24.5% | -7.7% |
| 30D | +2.8% | +51.6% | -48.8% | -9.6% |
| 3M | -19.2% | +50.8% | -70.1% | -29.3% |
| 6M | -21.0% | +51.1% | -72.1% | -31.4% |
| YTD | -31.0% | -19.1% | -11.8% | -26.6% |
| 1Y | -21.1% | +3.0% | -24.1% | -22.8% |
| All | +51.2% | -31.1% | +82.2% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling