-62.8%
CSGP vs EPAM
-54.6%
-8.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | -0.1% | -1.7% |
| 7D | -4.1% | +2.0% | -6.0% | -4.6% |
| 30D | +2.3% | +6.5% | -4.2% | -0.1% |
| 3M | -8.2% | +19.9% | -28.1% | -14.1% |
| 6M | -35.1% | -16.9% | -18.1% | -32.8% |
| YTD | -54.0% | -42.9% | -11.2% | -47.5% |
| 1Y | -65.3% | -30.4% | -34.9% | -62.2% |
| All | -62.8% | -54.6% | -8.2% | -59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling