+350.2%
CG vs EPAM
+437.9%
-87.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.4% |
| 3M | +8.7% | +19.9% | -11.3% | +1.3% |
| 6M | -9.2% | -16.9% | +7.7% | -5.8% |
| YTD | -18.9% | -42.9% | +24.0% | -6.2% |
| 1Y | -25.6% | -30.4% | +4.7% | -19.5% |
| 3Y | +57.3% | -54.7% | +112.0% | +87.0% |
| 5Y | +10.2% | -81.8% | +92.0% | +55.7% |
| 10Y | +364.2% | +65.5% | +298.8% | +255.5% |
| All | +350.2% | +437.9% | -87.7% | +188.3% |
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 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