+11.8%
CG vs EPAM
-81.9%
+93.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.7% | -0.9% |
| 7D | -4.3% | +2.0% | -6.3% | -4.9% |
| 30D | -5.1% | +6.5% | -11.6% | -7.3% |
| 3M | +8.7% | +19.9% | -11.3% | +1.6% |
| 6M | -9.2% | -16.9% | +7.7% | -5.6% |
| YTD | -18.9% | -42.9% | +24.0% | -6.2% |
| 1Y | -25.6% | -30.4% | +4.7% | -19.4% |
| 3Y | +57.3% | -54.7% | +112.0% | +86.0% |
| All | +11.8% | -81.9% | +93.6% | +58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling