-30.1%
EPAM vs CAI
-8.1%
-22.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | -0.9% | +0.2% | -1.0% | -0.9% |
| 30D | +18.4% | +9.1% | +9.2% | +17.5% |
| 3M | +19.2% | +53.8% | -34.6% | +15.3% |
| 6M | -21.0% | +33.5% | -54.5% | -22.4% |
| YTD | -43.7% | -8.0% | -35.7% | -43.6% |
| 1Y | -29.9% | -28.7% | -1.2% | -29.1% |
| All | -30.1% | -8.1% | -22.0% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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