+65.1%
CSGP vs EPAM
+168.6%
-103.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.7% | -7.6% | -4.3% |
| 7D | -3.2% | +18.8% | -22.0% | -8.8% |
| 30D | +2.2% | +44.9% | -42.7% | -9.3% |
| 3M | -3.7% | +68.6% | -72.2% | -18.3% |
| 6M | -7.4% | +65.4% | -72.9% | -21.9% |
| YTD | -54.9% | -19.9% | -35.0% | -53.2% |
| 1Y | -54.9% | -10.0% | -44.9% | -54.7% |
| 3Y | -61.9% | -30.3% | -31.7% | -60.9% |
| 5Y | -63.1% | -75.7% | +12.6% | -51.6% |
| 10Y | +65.1% | +167.2% | -102.1% | -22.6% |
| All | +65.1% | +168.6% | -103.5% | -22.6% |
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