-61.9%
CLSK vs EPAM
+84.6%
-146.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.3% |
| 7D | +17.2% | -2.2% | +19.4% | +18.1% |
| 30D | +14.6% | +17.8% | -3.2% | +8.2% |
| 3M | -16.8% | +19.9% | -36.7% | -24.1% |
| 6M | +38.2% | -21.6% | +59.8% | +45.8% |
| YTD | +31.2% | -44.0% | +75.3% | +54.2% |
| 1Y | +37.3% | -30.5% | +67.8% | +47.8% |
| 3Y | +201.8% | -56.8% | +258.6% | +275.3% |
| 5Y | -1.6% | -81.7% | +80.1% | +44.9% |
| All | -61.9% | +84.6% | -146.6% | -5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling