+435.1%
CSGP vs EPAM
+751.2%
-316.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | -0.1% | -1.8% |
| 7D | -4.1% | +2.0% | -6.0% | -4.6% |
| 30D | +2.3% | +6.5% | -4.2% | +0.2% |
| 3M | -8.2% | +19.9% | -28.1% | -13.3% |
| 6M | -35.1% | -16.9% | -18.1% | -32.4% |
| YTD | -54.0% | -42.9% | -11.2% | -47.2% |
| 1Y | -65.3% | -30.4% | -34.9% | -62.4% |
| 3Y | -62.6% | -54.7% | -7.8% | -56.4% |
| 5Y | -64.8% | -81.8% | +17.0% | -52.4% |
| 10Y | +45.1% | +65.5% | -20.4% | +2.1% |
| All | +435.1% | +751.2% | -316.1% | +196.1% |
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