+37.3%
CLSK vs EPAM
-30.2%
+67.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.5% |
| 7D | +17.2% | -2.2% | +19.4% | +17.2% |
| 30D | +14.6% | +17.8% | -3.2% | +14.9% |
| 3M | -16.8% | +19.9% | -36.7% | -15.5% |
| 6M | +38.2% | -21.6% | +59.8% | +49.6% |
| YTD | +31.2% | -44.0% | +75.3% | +54.3% |
| 1Y | +37.3% | -30.5% | +67.8% | +69.5% |
| All | +37.3% | -30.2% | +67.5% | +69.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling