+5.4%
CLSK vs EPAM
-81.7%
+87.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.5% | +7.7% | +6.8% |
| 7D | +21.9% | -0.9% | +22.8% | +22.3% |
| 30D | +9.6% | +18.4% | -8.8% | +1.9% |
| 3M | -18.4% | +19.2% | -37.6% | -27.0% |
| 6M | +46.4% | -21.0% | +67.3% | +56.1% |
| YTD | +33.2% | -43.7% | +76.9% | +63.0% |
| 1Y | +47.0% | -29.9% | +76.9% | +60.2% |
| 3Y | +206.4% | -56.5% | +262.9% | +301.3% |
| 5Y | +5.4% | -81.7% | +87.1% | +106.5% |
| All | +5.4% | -81.7% | +87.1% | +106.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling