+280.5%
CG vs EPAM
+632.1%
-351.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | +0.5% |
| 7D | -1.2% | +13.4% | -14.6% | -5.9% |
| 30D | +5.0% | +47.1% | -42.0% | -7.7% |
| 3M | -18.2% | +71.2% | -89.4% | -31.6% |
| 6M | -20.7% | +48.9% | -69.6% | -32.1% |
| YTD | -31.4% | -22.2% | -9.2% | -28.8% |
| 1Y | -22.3% | -5.2% | -17.1% | -24.1% |
| 3Y | +50.2% | -34.9% | +85.1% | +57.9% |
| 5Y | -22.1% | -77.4% | +55.4% | +1.9% |
| 10Y | +295.5% | +158.1% | +137.5% | +165.1% |
| All | +280.5% | +632.1% | -351.6% | +118.8% |
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