+464.0%
CSGP vs EPAM
+899.0%
-435.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.2% |
| 7D | +18.3% | +0.8% | +17.5% | +18.1% |
| 30D | +17.8% | +24.9% | -7.1% | +10.7% |
| 3M | +9.3% | +22.6% | -13.3% | +2.8% |
| 6M | -7.9% | +24.2% | -32.1% | -14.1% |
| YTD | -51.5% | -33.0% | -18.6% | -46.8% |
| 1Y | -53.3% | -13.3% | -40.0% | -52.2% |
| 3Y | -57.9% | -42.9% | -15.0% | -53.9% |
| 5Y | -61.3% | -80.8% | +19.5% | -48.0% |
| 10Y | +77.5% | +122.5% | -45.0% | +15.9% |
| All | +464.0% | +899.0% | -435.0% | +198.5% |
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 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