+283.0%
CG vs EPAM
+661.5%
-378.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +20.6% | -27.2% | -12.6% |
| 7D | -1.5% | +23.0% | -24.5% | -8.5% |
| 30D | +2.8% | +51.6% | -48.8% | -10.5% |
| 3M | -19.2% | +50.8% | -70.1% | -30.1% |
| 6M | -21.0% | +51.1% | -72.1% | -32.5% |
| YTD | -31.0% | -19.1% | -11.8% | -29.1% |
| 1Y | -21.1% | +3.0% | -24.1% | -24.9% |
| 3Y | +48.8% | -31.2% | +79.9% | +53.9% |
| 5Y | -21.5% | -76.5% | +55.0% | +1.5% |
| 10Y | +298.1% | +168.4% | +129.7% | +163.9% |
| All | +283.0% | +661.5% | -378.5% | +117.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling