-63.6%
CLSK vs EPAM
+88.4%
-152.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.2% | +1.7% |
| 7D | +8.8% | +2.0% | +6.9% | +8.2% |
| 30D | -6.0% | +6.5% | -12.5% | -8.5% |
| 3M | -24.4% | +19.9% | -44.3% | -30.9% |
| 6M | +19.0% | -16.9% | +36.0% | +22.9% |
| YTD | +25.4% | -42.9% | +68.3% | +46.4% |
| 1Y | +39.8% | -30.4% | +70.1% | +50.5% |
| 3Y | +177.7% | -54.7% | +232.4% | +240.0% |
| 5Y | -11.0% | -81.8% | +70.8% | +30.6% |
| All | -63.6% | +88.4% | -152.0% | -10.0% |
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