-80.2%
CLSK vs EPAM
+162.1%
-242.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.8% | +6.0% | +5.4% |
| 7D | +1.6% | +18.5% | -16.9% | -5.6% |
| 30D | -32.9% | +44.0% | -77.0% | -41.8% |
| 3M | -40.0% | +63.0% | -103.0% | -50.6% |
| 6M | -51.7% | +67.3% | -118.9% | -61.7% |
| YTD | -31.7% | -20.5% | -11.2% | -30.6% |
| 1Y | -50.8% | -9.6% | -41.2% | -52.3% |
| 3Y | +84.8% | -30.8% | +115.6% | +90.3% |
| 5Y | -67.8% | -75.6% | +7.8% | -58.7% |
| All | -80.2% | +162.1% | -242.3% | -57.3% |
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